-34.6%
SNPS vs SITM
+174.8%
-209.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +6.5% | -11.9% | -6.5% |
| 7D | -11.0% | +9.7% | -20.7% | -12.5% |
| 30D | -1.7% | +12.7% | -14.4% | -4.5% |
| 3M | -20.4% | -13.4% | -6.9% | -19.6% |
| 6M | -8.6% | +59.6% | -68.2% | -21.0% |
| YTD | -16.2% | +73.3% | -89.5% | -29.6% |
| 1Y | -34.6% | +165.5% | -200.1% | -58.3% |
| All | -34.6% | +174.8% | -209.3% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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