+15.9%
SNPS vs PSX
+90.1%
-74.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.7% |
| 7D | -0.2% | -0.4% | +0.2% | -0.3% |
| 30D | -8.0% | -8.1% | +0.1% | -8.8% |
| 3M | +12.5% | +15.9% | -3.4% | +13.8% |
| 6M | -10.5% | +49.4% | -59.8% | -8.3% |
| YTD | -1.6% | +104.7% | -106.3% | -0.4% |
| All | +15.9% | +90.1% | -74.2% | +17.8% |
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