-10.1%
SNPS vs REPL
+37.4%
-47.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -4.9% |
| 7D | -10.2% | +15.1% | -25.3% | -10.1% |
| 30D | -12.8% | +51.1% | -63.9% | -12.7% |
| 3M | +9.9% | +69.2% | -59.4% | +10.2% |
| 6M | -12.4% | +597.6% | -609.9% | -9.9% |
| YTD | -6.3% | +106.0% | -112.2% | -4.1% |
| 1Y | +7.6% | +133.3% | -125.7% | +10.2% |
| All | -10.1% | +37.4% | -47.5% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling