+33.3%
SNPS vs TPR
+223.9%
-190.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.3% |
| 7D | +5.1% | -1.1% | +6.2% | +5.4% |
| 30D | -6.4% | +15.1% | -21.5% | -10.5% |
| 3M | +12.2% | -13.4% | +25.6% | +15.8% |
| 6M | -9.8% | +1.4% | -11.2% | -12.1% |
| YTD | -1.5% | +4.8% | -6.3% | -6.2% |
| 1Y | +16.0% | +29.2% | -13.2% | +2.7% |
| 3Y | -10.8% | +403.7% | -414.5% | -53.1% |
| 5Y | +33.3% | +230.8% | -197.5% | -19.9% |
| All | +33.3% | +223.9% | -190.6% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling