-15.6%
SNPS vs TPR
+292.1%
-307.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -11.0% | -2.3% | -8.7% | -10.5% |
| 30D | -1.7% | -23.0% | +21.2% | +3.9% |
| 3M | -20.4% | -12.5% | -7.9% | -18.7% |
| 6M | -8.6% | -21.4% | +12.8% | -4.7% |
| YTD | -16.2% | -3.5% | -12.6% | -17.9% |
| 1Y | -34.6% | +17.4% | -51.9% | -39.8% |
| All | -15.6% | +292.1% | -307.7% | -44.4% |
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 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