-14.9%
SNPS vs SITM
+412.8%
-427.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | -5.5% | +3.7% | -9.2% | -6.3% |
| 30D | -4.5% | -14.5% | +10.0% | -1.7% |
| 3M | -15.5% | -10.6% | -4.9% | -15.4% |
| 6M | -10.1% | +65.5% | -75.6% | -23.7% |
| YTD | -16.3% | +67.0% | -83.3% | -30.1% |
| 1Y | -34.9% | +138.6% | -173.5% | -50.9% |
| All | -14.9% | +412.8% | -427.7% | -50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling