+28.4%
SNPS vs SO
+76.9%
-48.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -4.9% |
| 7D | -10.2% | +0.4% | -10.6% | -10.2% |
| 30D | -12.8% | +9.2% | -22.1% | -12.6% |
| 3M | +9.9% | +1.1% | +8.8% | +9.9% |
| 6M | -12.4% | -1.1% | -11.3% | -12.3% |
| YTD | -6.3% | +9.7% | -15.9% | -6.4% |
| 1Y | +7.6% | +5.5% | +2.1% | +7.7% |
| 3Y | -9.8% | +47.0% | -56.8% | -16.2% |
| All | +28.4% | +76.9% | -48.5% | +8.9% |
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