+16.5%
SNPS vs SPXU
-86.0%
+102.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | +0.4% |
| 7D | -5.5% | -1.5% | -4.0% | -6.1% |
| 30D | -5.8% | +3.7% | -9.5% | -3.7% |
| 3M | -17.2% | -9.6% | -7.6% | -20.3% |
| 6M | -10.4% | -32.4% | +22.0% | -23.7% |
| YTD | -16.5% | -28.7% | +12.1% | -26.3% |
| 1Y | -35.6% | -38.2% | +2.6% | -46.1% |
| 3Y | -14.6% | -80.4% | +65.8% | -50.5% |
| 5Y | +16.5% | -86.0% | +102.5% | -24.2% |
| All | +16.5% | -86.0% | +102.5% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling