+17.1%
SNPS vs SGI
+60.4%
-43.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.6% |
| 7D | -11.0% | +8.5% | -19.6% | -13.5% |
| 30D | -1.7% | +0.7% | -2.4% | -2.3% |
| 3M | -20.4% | +0.6% | -21.0% | -21.2% |
| 6M | -8.6% | -17.9% | +9.3% | -3.8% |
| YTD | -16.2% | -21.2% | +5.0% | -10.8% |
| 1Y | -34.6% | -18.9% | -15.7% | -31.6% |
| 3Y | -14.5% | +52.6% | -67.1% | -31.1% |
| All | +17.1% | +60.4% | -43.3% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling