-34.6%
SNPS vs S
+10.1%
-44.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.6% |
| 7D | -11.0% | -7.7% | -3.3% | -8.2% |
| 30D | -1.7% | -5.3% | +3.6% | 0.0% |
| 3M | -20.4% | +20.3% | -40.6% | -26.7% |
| 6M | -8.6% | +47.4% | -56.0% | -24.9% |
| YTD | -16.2% | +32.5% | -48.7% | -27.8% |
| 1Y | -34.6% | +9.5% | -44.1% | -36.0% |
| All | -34.6% | +10.1% | -44.7% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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