-11.6%
SNPS vs RUN
-2.6%
-9.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.7% | +0.2% |
| 7D | -0.2% | +3.2% | -3.4% | -0.5% |
| 30D | -8.0% | +19.5% | -27.5% | -9.2% |
| 3M | +12.5% | -9.6% | +22.0% | +12.8% |
| 6M | -10.5% | -37.3% | +26.8% | -8.6% |
| YTD | -1.6% | -50.7% | +49.1% | +1.0% |
| 1Y | +16.8% | -54.1% | +70.9% | +20.2% |
| All | -11.6% | -2.6% | -9.0% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling