+13.7%
SNPS vs SN
+137.4%
-123.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +1.7% |
| 7D | -3.7% | +7.2% | -10.9% | -5.1% |
| 30D | -10.4% | +20.4% | -30.8% | -14.0% |
| 3M | +11.0% | +23.9% | -13.0% | +6.0% |
| 6M | -10.7% | +93.0% | -103.7% | -23.8% |
| YTD | -4.1% | +99.2% | -103.3% | -20.4% |
| 1Y | +13.7% | +142.6% | -128.9% | -11.7% |
| All | +13.7% | +137.4% | -123.6% | -11.7% |
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