+0.8%
SNPS vs SN
+671.3%
-670.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.5% | -2.2% |
| 7D | +1.1% | +1.5% | -0.5% | +0.7% |
| 30D | -5.2% | +21.5% | -26.7% | -9.2% |
| 3M | +10.6% | +20.0% | -9.5% | +6.1% |
| 6M | -10.6% | +119.9% | -130.5% | -25.5% |
| YTD | -3.1% | +102.3% | -105.4% | -18.1% |
| 1Y | +15.6% | +148.0% | -132.4% | -6.6% |
| 3Y | -12.9% | +450.0% | -462.9% | -33.6% |
| All | +0.8% | +671.3% | -670.5% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling