-34.6%
SNPS vs SAP
-19.8%
-14.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -4.9% |
| 7D | -11.0% | -2.9% | -8.1% | -9.6% |
| 30D | -1.7% | +9.0% | -10.8% | -5.7% |
| 3M | -20.4% | +14.9% | -35.3% | -24.6% |
| 6M | -8.6% | +11.9% | -20.5% | -13.0% |
| YTD | -16.2% | -9.9% | -6.2% | -5.6% |
| 1Y | -34.6% | -19.5% | -15.0% | -9.2% |
| All | -34.6% | -19.8% | -14.8% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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