+42.8%
SNPS vs S
-56.8%
+99.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | -11.0% | -7.7% | -3.3% | -8.9% |
| 30D | -1.7% | -5.3% | +3.6% | -0.3% |
| 3M | -20.4% | +20.3% | -40.6% | -25.2% |
| 6M | -8.6% | +47.4% | -56.0% | -19.8% |
| YTD | -16.2% | +32.5% | -48.7% | -24.2% |
| 1Y | -34.6% | +9.5% | -44.1% | -37.7% |
| 3Y | -14.5% | +15.5% | -30.0% | -21.8% |
| 5Y | +17.0% | -71.2% | +88.2% | +30.7% |
| All | +42.8% | -56.8% | +99.6% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling