+17.9%
SNPS vs TGT
-25.2%
+43.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.0% |
| 7D | -5.5% | -3.6% | -1.9% | -4.7% |
| 30D | -4.5% | +4.4% | -8.9% | -5.5% |
| 3M | -15.5% | +25.4% | -40.9% | -19.9% |
| 6M | -10.1% | +33.4% | -43.4% | -16.3% |
| YTD | -16.3% | +65.6% | -81.9% | -26.1% |
| 1Y | -34.9% | +80.3% | -115.2% | -43.9% |
| 3Y | -14.4% | +42.1% | -56.5% | -25.8% |
| 5Y | +17.9% | -25.0% | +42.9% | +27.5% |
| All | +17.9% | -25.2% | +43.1% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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