+7.6%
SNPS vs SW
+25.8%
-18.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.5% | -3.4% | -4.7% |
| 7D | -10.2% | +4.7% | -14.8% | -10.6% |
| 30D | -12.8% | +5.0% | -17.8% | -13.3% |
| 3M | +9.9% | -7.3% | +17.2% | +10.8% |
| 6M | -12.4% | +15.0% | -27.4% | -14.3% |
| YTD | -6.3% | +18.5% | -24.8% | -9.6% |
| 1Y | +7.6% | +27.1% | -19.5% | +2.1% |
| All | +7.6% | +25.8% | -18.1% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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