-10.1%
SNPS vs SAP
+82.9%
-93.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.3% | -5.7% |
| 7D | -10.2% | +4.0% | -14.2% | -12.2% |
| 30D | -12.8% | +15.7% | -28.6% | -20.1% |
| 3M | +9.9% | +23.4% | -13.6% | -3.1% |
| 6M | -12.4% | +41.3% | -53.6% | -30.0% |
| YTD | -6.3% | +2.0% | -8.3% | -7.5% |
| 1Y | +7.6% | -5.1% | +12.7% | +12.4% |
| All | -10.1% | +82.9% | -93.0% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling