-10.1%
SNPS vs SN
+384.9%
-395.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.6% |
| 7D | -10.2% | +3.8% | -14.0% | -11.1% |
| 30D | -12.8% | +17.5% | -30.4% | -16.7% |
| 3M | +9.9% | +19.2% | -9.4% | +4.5% |
| 6M | -12.4% | +84.9% | -97.3% | -26.9% |
| YTD | -6.3% | +94.0% | -100.3% | -23.4% |
| 1Y | +7.6% | +151.3% | -143.7% | -18.6% |
| All | -10.1% | +384.9% | -395.1% | -40.4% |
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