+16.8%
SNPS vs SAP
-5.5%
+22.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -0.2% | -2.5% | +2.3% | +0.5% |
| 30D | -8.0% | +7.5% | -15.5% | -10.7% |
| 3M | +12.5% | +11.6% | +0.8% | +7.7% |
| 6M | -10.5% | +37.6% | -48.1% | -21.2% |
| YTD | -1.6% | -2.0% | +0.3% | +1.2% |
| 1Y | +16.8% | -6.4% | +23.2% | +24.9% |
| All | +16.8% | -5.5% | +22.3% | +24.9% |
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