-12.9%
SNPS vs SIRI
-22.7%
+9.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.7% |
| 7D | +1.1% | -1.7% | +2.7% | +1.4% |
| 30D | -5.2% | +21.1% | -26.3% | -8.5% |
| 3M | +10.6% | +14.7% | -4.2% | +7.6% |
| 6M | -10.6% | +22.9% | -33.5% | -14.4% |
| YTD | -3.1% | +65.7% | -68.8% | -13.1% |
| 1Y | +15.6% | +53.5% | -37.9% | +5.3% |
| 3Y | -12.9% | -23.0% | +10.1% | -16.0% |
| All | -12.9% | -22.7% | +9.7% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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