+11.2%
SNPS vs SN
+131.2%
-120.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.7% |
| 7D | -10.2% | +3.8% | -14.0% | -10.9% |
| 30D | -12.8% | +17.5% | -30.4% | -15.9% |
| 3M | +9.9% | +19.2% | -9.4% | +5.8% |
| 6M | -12.4% | +84.9% | -97.3% | -24.4% |
| YTD | -6.3% | +94.0% | -100.3% | -21.7% |
| All | +11.2% | +131.2% | -120.0% | -13.2% |
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