+31.7%
SNPS vs SO
+79.0%
-47.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.6% |
| 7D | +1.1% | +1.4% | -0.3% | +1.1% |
| 30D | -5.2% | +4.7% | -9.9% | -5.0% |
| 3M | +10.6% | +1.7% | +8.9% | +10.7% |
| 6M | -10.6% | +2.2% | -12.8% | -10.5% |
| YTD | -3.1% | +10.0% | -13.1% | -3.3% |
| 1Y | +15.6% | +6.0% | +9.5% | +15.6% |
| 3Y | -12.9% | +54.1% | -67.1% | -20.4% |
| All | +31.7% | +79.0% | -47.3% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling