+1,894.1%
SNPS vs TPR
+7,380.8%
-5,486.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 3M | -20.4% | -12.5% | -7.9% | -18.6% |
| 6M | -8.6% | -21.4% | +12.8% | -4.8% |
| YTD | -16.2% | -3.5% | -12.6% | -17.0% |
| 1Y | -34.6% | +17.4% | -51.9% | -38.4% |
| 3Y | -14.5% | +291.3% | -305.7% | -40.9% |
| 5Y | +17.0% | +241.9% | -224.9% | -18.4% |
| 10Y | +560.0% | +322.7% | +237.4% | +289.7% |
| All | +1,894.1% | +7,380.8% | -5,486.6% | +418.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling