+15.6%
SNPS vs SPY
+12.1%
+3.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.1% |
| 7D | +1.1% | +2.6% | -1.5% | -2.9% |
| 30D | -5.2% | -2.0% | -3.2% | -1.9% |
| 3M | +10.6% | -2.8% | +13.3% | +16.0% |
| 6M | -10.6% | +2.1% | -12.8% | -12.7% |
| YTD | -3.1% | +11.5% | -14.6% | -17.1% |
| 1Y | +15.6% | +13.5% | +2.1% | -3.6% |
| All | +15.6% | +12.1% | +3.5% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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