+17.9%
SNPS vs SPYG
+83.9%
-66.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.8% |
| 7D | -5.5% | +0.3% | -5.8% | -5.9% |
| 30D | -4.5% | -1.7% | -2.8% | -2.2% |
| 3M | -15.5% | +3.6% | -19.1% | -19.3% |
| 6M | -10.1% | +16.6% | -26.7% | -25.6% |
| YTD | -16.3% | +13.4% | -29.7% | -28.1% |
| 1Y | -34.9% | +19.6% | -54.5% | -47.7% |
| 3Y | -14.4% | +99.8% | -114.1% | -62.3% |
| 5Y | +17.9% | +85.0% | -67.1% | -40.0% |
| All | +17.9% | +83.9% | -66.0% | -40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling