-14.0%
SNPS vs SU
+120.0%
-133.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.9% | +2.2% | -1.3% | +0.7% |
| 30D | -3.6% | +8.4% | -12.1% | -4.2% |
| 3M | -12.9% | +12.1% | -25.0% | -13.7% |
| 6M | -8.2% | +19.7% | -27.9% | -10.3% |
| YTD | -15.4% | +58.4% | -73.8% | -20.6% |
| 1Y | -9.3% | +67.2% | -76.5% | -15.7% |
| 3Y | -14.0% | +125.0% | -139.0% | -21.4% |
| All | -14.0% | +120.0% | -133.9% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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