+15.6%
SNPS vs TPR
+29.2%
-13.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.6% |
| 7D | +1.1% | -0.3% | +1.3% | +1.1% |
| 30D | -5.2% | +15.1% | -20.3% | -6.1% |
| 3M | +10.6% | +3.5% | +7.0% | +9.8% |
| 6M | -10.6% | +0.4% | -11.1% | -11.9% |
| YTD | -3.1% | +4.6% | -7.7% | -5.5% |
| 1Y | +15.6% | +33.1% | -17.5% | +10.4% |
| All | +15.6% | +29.2% | -13.6% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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