+35.5%
SNPS vs SW
-0.1%
+35.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -0.6% |
| 7D | -3.9% | +12.1% | -16.0% | -5.6% |
| 30D | -5.2% | +6.6% | -11.8% | -6.3% |
| 3M | +14.6% | -6.0% | +20.6% | +15.5% |
| 6M | -6.9% | +21.5% | -28.4% | -10.5% |
| YTD | -1.4% | +20.3% | -21.8% | -5.6% |
| 1Y | +11.2% | +28.1% | -17.0% | +5.3% |
| 3Y | -5.1% | +51.6% | -56.7% | -10.9% |
| 5Y | +35.5% | -0.1% | +35.6% | +29.7% |
| All | +35.5% | -0.1% | +35.6% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling