-34.6%
SNPS vs TEM
-15.5%
-19.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -11.0% | +0.9% | -11.9% | -11.2% |
| 30D | -1.7% | +38.4% | -40.1% | -10.9% |
| 3M | -20.4% | +23.7% | -44.0% | -26.2% |
| 6M | -8.6% | +26.0% | -34.6% | -17.6% |
| YTD | -16.2% | +9.4% | -25.6% | -21.0% |
| 1Y | -34.6% | -17.3% | -17.3% | -35.0% |
| All | -34.6% | -15.5% | -19.1% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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