-9.5%
SNPS vs S
+43.8%
-53.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.0% | -4.4% | +1.5% |
| 7D | +0.2% | +1.6% | -1.4% | -0.3% |
| 30D | -8.4% | -10.5% | +2.0% | -6.4% |
| 3M | +12.3% | +9.9% | +2.3% | +9.7% |
| All | -9.5% | +43.8% | -53.3% | -15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling