+31.7%
SNPS vs SUI
-26.4%
+58.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -1.9% |
| 7D | +1.1% | -1.5% | +2.5% | +1.4% |
| 30D | -5.2% | +3.7% | -8.9% | -6.5% |
| 3M | +10.6% | -0.4% | +10.9% | +10.1% |
| 6M | -10.6% | -2.8% | -7.8% | -10.6% |
| YTD | -3.1% | -1.6% | -1.5% | -4.0% |
| 1Y | +15.6% | -2.1% | +17.6% | +14.6% |
| 3Y | -12.9% | +18.5% | -31.4% | -22.7% |
| All | +31.7% | -26.4% | +58.1% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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