-12.9%
SNPS vs SO
+52.7%
-65.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.2% |
| 7D | +1.1% | +1.4% | -0.3% | +1.6% |
| 30D | -5.2% | +4.7% | -9.9% | -3.3% |
| 3M | +10.6% | +1.7% | +8.9% | +11.4% |
| 6M | -10.6% | +2.2% | -12.8% | -9.6% |
| YTD | -3.1% | +10.0% | -13.1% | +1.0% |
| 1Y | +15.6% | +6.0% | +9.5% | +19.1% |
| 3Y | -12.9% | +54.1% | -67.1% | -2.2% |
| All | -12.9% | +52.7% | -65.7% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling