-11.3%
SNPS vs TPR
+419.9%
-431.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -0.6% | +12.1% | -12.7% | -3.3% |
| 30D | -9.8% | +16.7% | -26.5% | -13.2% |
| 3M | +11.7% | -17.4% | +29.1% | +16.3% |
| 6M | -10.9% | +2.3% | -13.2% | -13.0% |
| YTD | -2.1% | +7.1% | -9.2% | -6.8% |
| 1Y | +14.8% | +29.5% | -14.7% | +2.8% |
| 3Y | -11.3% | +415.0% | -426.4% | -46.3% |
| All | -11.3% | +419.9% | -431.2% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling