+33.3%
SNPS vs TRI
+0.9%
+32.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +5.1% | -7.5% | +12.6% | +7.9% |
| 30D | -6.4% | +3.9% | -10.3% | -9.3% |
| 3M | +12.2% | +7.2% | +5.0% | +6.4% |
| 6M | -9.8% | +27.0% | -36.8% | -23.8% |
| YTD | -1.5% | -14.0% | +12.6% | +4.8% |
| 1Y | +16.0% | -17.7% | +33.7% | +26.9% |
| 3Y | -10.8% | -10.7% | -0.2% | -16.8% |
| 5Y | +33.3% | +0.6% | +32.7% | +8.0% |
| All | +33.3% | +0.9% | +32.4% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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