-7.6%
SNPS vs PSA
+52.1%
-59.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +0.2% | +1.5% | -1.3% | +0.1% |
| 30D | -8.4% | +16.7% | -25.1% | -9.9% |
| 3M | +12.3% | +4.0% | +8.2% | +12.0% |
| 6M | -9.6% | +10.9% | -20.4% | -10.7% |
| YTD | -0.6% | +34.2% | -34.8% | -5.6% |
| 1Y | +18.7% | +26.6% | -8.0% | +13.9% |
| 3Y | -7.6% | +54.7% | -62.3% | -16.1% |
| All | -7.6% | +52.1% | -59.6% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling