+11.2%
SNPS vs RUN
-53.7%
+64.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -3.9% | +18.5% | -22.4% | -5.4% |
| 30D | -5.2% | +15.5% | -20.7% | -6.6% |
| 3M | +14.6% | -20.3% | +34.9% | +16.8% |
| 6M | -6.9% | -30.8% | +23.8% | -4.6% |
| YTD | -1.4% | -52.2% | +50.8% | +3.9% |
| 1Y | +11.2% | -53.9% | +65.1% | +17.2% |
| All | +11.2% | -53.7% | +64.9% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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