+19.5%
SNPS vs TDY
+34.3%
-14.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -4.6% | -1.9% | -2.7% | -3.5% |
| 30D | -3.3% | -12.5% | +9.2% | +4.9% |
| 3M | -13.8% | -0.8% | -13.0% | -13.9% |
| 6M | -8.2% | -9.0% | +0.8% | -3.6% |
| YTD | -15.4% | +16.8% | -32.2% | -25.8% |
| 1Y | +2.4% | +9.5% | -7.0% | -5.7% |
| 3Y | -13.5% | +45.4% | -58.9% | -35.3% |
| 5Y | +19.5% | +37.8% | -18.4% | -10.1% |
| All | +19.5% | +34.3% | -14.8% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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