+17.9%
SNPS vs TRI
-10.1%
+28.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.1% |
| 7D | -5.5% | -8.4% | +2.9% | -2.0% |
| 30D | -4.5% | -6.5% | +2.0% | -2.2% |
| 3M | -15.5% | +18.6% | -34.1% | -24.3% |
| 6M | -10.1% | -10.4% | +0.4% | -7.1% |
| YTD | -16.3% | -23.7% | +7.4% | -4.6% |
| 1Y | -34.9% | -42.5% | +7.5% | -8.7% |
| 3Y | -14.4% | -19.3% | +4.9% | -15.7% |
| 5Y | +17.9% | -9.7% | +27.5% | -1.7% |
| All | +17.9% | -10.1% | +28.0% | -1.7% |
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