-35.6%
SNPS vs REPL
+136.7%
-172.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.5% |
| 7D | -5.5% | -5.7% | +0.2% | -5.6% |
| 30D | -5.8% | +22.5% | -28.2% | -5.5% |
| 3M | -17.2% | +64.7% | -81.9% | -16.7% |
| 6M | -10.4% | +83.0% | -93.4% | -6.0% |
| YTD | -16.5% | +52.0% | -68.5% | -13.2% |
| 1Y | -35.6% | +144.5% | -180.2% | -31.0% |
| All | -35.6% | +136.7% | -172.3% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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