-12.9%
SNPS vs SPYG
+91.6%
-104.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.5% |
| 7D | +1.1% | +2.3% | -1.3% | -1.8% |
| 30D | -5.2% | -6.5% | +1.3% | +3.2% |
| 3M | +10.6% | -6.8% | +17.4% | +21.3% |
| 6M | -10.6% | -3.1% | -7.5% | -7.0% |
| YTD | -3.1% | +8.0% | -11.1% | -12.0% |
| 1Y | +15.6% | +10.2% | +5.3% | +2.3% |
| 3Y | -12.9% | +91.0% | -103.9% | -63.8% |
| All | -12.9% | +91.6% | -104.6% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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