+17.1%
SNPS vs REPL
-54.3%
+71.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -5.4% |
| 7D | -11.0% | -3.0% | -8.1% | -11.0% |
| 30D | -1.7% | +27.1% | -28.9% | -2.0% |
| 3M | -20.4% | +52.4% | -72.7% | -21.3% |
| 6M | -8.6% | +107.4% | -116.1% | -10.1% |
| YTD | -16.2% | +54.7% | -70.9% | -17.2% |
| 1Y | -34.6% | +158.9% | -193.4% | -36.5% |
| 3Y | -14.5% | -23.7% | +9.3% | -15.6% |
| All | +17.1% | -54.3% | +71.4% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling