-5.5%
SNPS vs SW
+42.5%
-48.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.9% |
| 7D | -3.9% | +12.1% | -16.0% | -6.3% |
| 30D | -5.2% | +6.6% | -11.8% | -6.7% |
| 3M | +14.6% | -6.0% | +20.6% | +15.9% |
| 6M | -6.9% | +21.5% | -28.4% | -12.3% |
| YTD | -1.4% | +20.3% | -21.8% | -8.0% |
| 1Y | +11.2% | +28.1% | -17.0% | +1.9% |
| All | -5.5% | +42.5% | -48.0% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling