+2.4%
SNPS vs PSX
+101.7%
-99.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +0.9% |
| 7D | -4.6% | +1.5% | -6.1% | -4.5% |
| 30D | -3.3% | +15.8% | -19.2% | -2.3% |
| 3M | -13.8% | +43.0% | -56.8% | -12.2% |
| 6M | -8.2% | +61.1% | -69.3% | -7.5% |
| YTD | -15.4% | +104.5% | -120.0% | -15.5% |
| 1Y | +2.4% | +102.5% | -100.1% | +2.3% |
| All | +2.4% | +101.7% | -99.3% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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