-14.6%
SNPS vs PSX
+138.7%
-153.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.0% | -0.8% |
| 7D | -5.5% | +2.8% | -8.3% | -6.0% |
| 30D | -5.8% | +27.8% | -33.5% | -10.5% |
| 3M | -17.2% | +42.0% | -59.2% | -23.4% |
| 6M | -10.4% | +58.1% | -68.5% | -19.9% |
| YTD | -16.5% | +105.0% | -121.6% | -31.0% |
| 1Y | -35.6% | +104.9% | -140.5% | -47.0% |
| 3Y | -14.6% | +134.1% | -148.7% | -34.7% |
| All | -14.6% | +138.7% | -153.3% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling