+28.4%
SNPS vs REPL
-40.4%
+68.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -4.9% |
| 7D | -10.2% | +15.1% | -25.3% | -10.3% |
| 30D | -12.8% | +51.1% | -63.9% | -13.3% |
| 3M | +9.9% | +69.2% | -59.4% | +9.1% |
| 6M | -12.4% | +597.6% | -609.9% | -14.5% |
| YTD | -6.3% | +106.0% | -112.2% | -7.7% |
| 1Y | +7.6% | +133.3% | -125.7% | +5.7% |
| 3Y | -9.8% | +41.0% | -50.7% | -16.3% |
| All | +28.4% | -40.4% | +68.8% | +31.6% |
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 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