+36.2%
SNPS vs SPXU
-83.3%
+119.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -0.9% |
| 7D | -0.6% | +0.5% | -1.1% | +0.4% |
| 30D | -9.8% | +10.9% | -20.7% | -3.9% |
| 3M | +11.7% | +9.6% | +2.1% | +19.2% |
| 6M | -10.9% | -4.7% | -6.3% | -10.2% |
| YTD | -2.1% | -24.6% | +22.5% | -9.7% |
| 1Y | +14.8% | -24.7% | +39.5% | +6.3% |
| 3Y | -11.3% | -80.0% | +68.7% | -47.6% |
| 5Y | +36.2% | -83.5% | +119.7% | -1.3% |
| All | +36.2% | -83.3% | +119.5% | -1.3% |
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