+11.2%
SNPS vs SN
+156.5%
-145.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.8% |
| 7D | -3.9% | +10.6% | -14.6% | -5.9% |
| 30D | -5.2% | +20.0% | -25.2% | -8.7% |
| 3M | +14.6% | +30.4% | -15.7% | +8.9% |
| 6M | -6.9% | +91.0% | -97.9% | -19.3% |
| YTD | -1.4% | +95.9% | -97.4% | -16.0% |
| 1Y | +11.2% | +158.9% | -147.7% | -9.4% |
| All | +11.2% | +156.5% | -145.3% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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