+15.6%
SNPS vs RF
+18.9%
-3.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.0% |
| 7D | +1.1% | +1.9% | -0.9% | +0.5% |
| 30D | -5.2% | +7.3% | -12.5% | -7.0% |
| 3M | +10.6% | -7.9% | +18.5% | +13.6% |
| 6M | -10.6% | +10.5% | -21.1% | -13.5% |
| YTD | -3.1% | +9.6% | -12.7% | -7.3% |
| 1Y | +15.6% | +20.3% | -4.7% | +6.3% |
| All | +15.6% | +18.9% | -3.3% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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