+11.2%
SNPS vs PSA
+28.0%
-16.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | +0.4% |
| 7D | -3.9% | +10.5% | -14.5% | -2.7% |
| 30D | -5.2% | +21.7% | -26.9% | -3.1% |
| 3M | +14.6% | +6.1% | +8.6% | +16.2% |
| 6M | -6.9% | +18.3% | -25.3% | -5.5% |
| YTD | -1.4% | +36.1% | -37.5% | -1.2% |
| 1Y | +11.2% | +29.3% | -18.1% | +10.8% |
| All | +11.2% | +28.0% | -16.9% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling