+16.5%
SNPS vs RUN
-80.3%
+96.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.9% |
| 7D | -5.5% | +10.2% | -15.6% | -6.5% |
| 30D | -5.8% | -9.6% | +3.8% | -4.8% |
| 3M | -17.2% | -31.5% | +14.3% | -14.1% |
| 6M | -10.4% | -18.7% | +8.3% | -9.4% |
| YTD | -16.5% | -49.9% | +33.4% | -12.2% |
| 1Y | -35.6% | -45.5% | +9.9% | -33.4% |
| 3Y | -14.6% | -34.1% | +19.5% | -25.9% |
| 5Y | +16.5% | -79.4% | +95.9% | +13.8% |
| All | +16.5% | -80.3% | +96.8% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling