+17.1%
SNPS vs SAP
+55.2%
-38.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -4.8% |
| 7D | -11.0% | -2.9% | -8.1% | -9.3% |
| 30D | -1.7% | +9.0% | -10.8% | -6.8% |
| 3M | -20.4% | +14.9% | -35.3% | -27.6% |
| 6M | -8.6% | +11.9% | -20.5% | -16.3% |
| YTD | -16.2% | -9.9% | -6.2% | -11.9% |
| 1Y | -34.6% | -19.5% | -15.0% | -24.3% |
| 3Y | -14.5% | +61.8% | -76.3% | -39.6% |
| All | +17.1% | +55.2% | -38.1% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling