-34.9%
SNPS vs SGI
-20.0%
-15.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.6% |
| 7D | -5.5% | +0.6% | -6.1% | -5.6% |
| 30D | -4.5% | +5.5% | -10.0% | -5.3% |
| 3M | -15.5% | -3.6% | -11.9% | -15.1% |
| 6M | -10.1% | -15.0% | +5.0% | -8.8% |
| YTD | -16.3% | -23.0% | +6.7% | -13.1% |
| 1Y | -34.9% | -18.4% | -16.5% | -31.0% |
| All | -34.9% | -20.0% | -15.0% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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