-34.9%
SNPS vs SPG
+19.3%
-54.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | 0.0% |
| 7D | -5.5% | -1.7% | -3.8% | -5.7% |
| 30D | -4.5% | -6.3% | +1.8% | -5.3% |
| 3M | -15.5% | -2.4% | -13.0% | -16.1% |
| 6M | -10.1% | +9.6% | -19.7% | -11.9% |
| YTD | -16.3% | +14.2% | -30.5% | -18.4% |
| 1Y | -34.9% | +19.3% | -54.2% | -37.1% |
| All | -34.9% | +19.3% | -54.2% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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