-10.1%
SNPS vs S
+32.3%
-42.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.8% | +3.9% | -1.7% |
| 7D | -10.2% | -16.7% | +6.5% | -4.2% |
| 30D | -12.8% | -17.0% | +4.1% | -7.1% |
| 3M | +9.9% | +2.0% | +7.9% | +7.6% |
| 6M | -12.4% | +35.1% | -47.4% | -23.9% |
| YTD | -6.3% | +42.8% | -49.1% | -21.0% |
| 1Y | +7.6% | +27.7% | -20.1% | -6.2% |
| All | -10.1% | +32.3% | -42.4% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling