+13.7%
SNPS vs SO
+4.8%
+8.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +1.7% |
| 7D | -3.7% | -1.5% | -2.2% | -4.4% |
| 30D | -10.4% | +8.1% | -18.5% | -6.7% |
| 3M | +11.0% | +0.2% | +10.7% | +10.9% |
| 6M | -10.7% | +0.4% | -11.1% | -10.3% |
| YTD | -4.1% | +8.5% | -12.6% | +4.0% |
| 1Y | +13.7% | +4.9% | +8.8% | +21.0% |
| All | +13.7% | +4.8% | +8.9% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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