-11.6%
SNPS vs REPL
+96.7%
-108.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.4% | +6.9% | +0.4% |
| 7D | -0.2% | +5.3% | -5.4% | -0.2% |
| 30D | -8.0% | +66.6% | -74.7% | -7.8% |
| 3M | +12.5% | +59.6% | -47.1% | +12.7% |
| 6M | -10.5% | +482.4% | -492.8% | -8.5% |
| YTD | -1.6% | +124.1% | -125.7% | +0.6% |
| 1Y | +16.8% | +138.6% | -121.7% | +19.5% |
| All | -11.6% | +96.7% | -108.4% | -9.6% |
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