-14.6%
SNPS vs SPXU
-80.6%
+65.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | +0.4% |
| 7D | -5.5% | -1.5% | -4.0% | -6.2% |
| 30D | -5.8% | +3.7% | -9.5% | -3.5% |
| 3M | -17.2% | -9.6% | -7.6% | -20.5% |
| 6M | -10.4% | -32.4% | +22.0% | -24.9% |
| YTD | -16.5% | -28.7% | +12.1% | -27.2% |
| 1Y | -35.6% | -38.2% | +2.6% | -47.0% |
| 3Y | -14.6% | -80.4% | +65.8% | -50.8% |
| All | -14.6% | -80.6% | +65.9% | -50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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