+34.1%
SNPS vs SGI
+56.2%
-22.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +2.6% |
| 7D | +0.2% | -0.2% | +0.4% | +0.1% |
| 30D | -8.4% | +6.6% | -15.0% | -10.8% |
| 3M | +12.3% | +1.8% | +10.4% | +10.6% |
| 6M | -9.6% | -3.9% | -5.7% | -10.0% |
| YTD | -0.6% | -25.2% | +24.7% | +7.0% |
| 1Y | +18.7% | -26.7% | +45.4% | +28.6% |
| 3Y | -7.6% | +86.8% | -94.3% | -31.6% |
| 5Y | +34.1% | +56.6% | -22.6% | +6.0% |
| All | +34.1% | +56.2% | -22.1% | +6.0% |
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 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