-15.6%
SNPS vs SN
+389.7%
-405.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.1% |
| 7D | -11.0% | -9.3% | -1.7% | -8.7% |
| 30D | -1.7% | -4.8% | +3.1% | -0.4% |
| 3M | -20.4% | +40.4% | -60.8% | -27.4% |
| 6M | -8.6% | +50.9% | -59.6% | -18.8% |
| YTD | -16.2% | +54.9% | -71.1% | -26.3% |
| 1Y | -34.6% | +43.0% | -77.6% | -41.4% |
| All | -15.6% | +389.7% | -405.3% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling