+2,129.4%
SNPS vs TPR
+8,117.6%
-5,988.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.1% | -12.0% | -6.5% |
| 7D | -10.2% | +13.9% | -24.0% | -13.0% |
| 30D | -12.8% | +14.9% | -27.8% | -15.9% |
| 3M | +9.9% | -15.4% | +25.2% | +13.2% |
| 6M | -12.4% | -4.5% | -7.9% | -12.9% |
| YTD | -6.3% | +6.0% | -12.3% | -9.5% |
| 1Y | +7.6% | +24.3% | -16.7% | -0.2% |
| 3Y | -9.8% | +412.8% | -422.6% | -41.6% |
| 5Y | +29.2% | +258.4% | -229.2% | -11.0% |
| 10Y | +663.8% | +396.8% | +267.0% | +333.2% |
| All | +2,129.4% | +8,117.6% | -5,988.2% | +465.0% |
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