+69.3%
SNPS vs S
-48.9%
+118.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.0% | -4.4% | +1.3% |
| 7D | +0.2% | +1.6% | -1.4% | -0.3% |
| 30D | -8.4% | -10.5% | +2.0% | -5.7% |
| 3M | +12.3% | +9.9% | +2.3% | +8.0% |
| 6M | -9.6% | +41.8% | -51.4% | -20.2% |
| YTD | -0.6% | +56.8% | -57.4% | -15.3% |
| 1Y | +18.7% | +39.0% | -20.3% | +4.2% |
| 3Y | -7.6% | +53.8% | -61.4% | -22.6% |
| 5Y | +34.1% | -68.6% | +102.7% | +44.6% |
| All | +69.3% | -48.9% | +118.2% | +74.6% |
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