+1,441.7%
SNPS vs TRI
+561.6%
+880.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.4% | 0.0% | -3.0% |
| 7D | -11.0% | -0.5% | -10.5% | -10.8% |
| 30D | -1.7% | +7.9% | -9.6% | -5.4% |
| 3M | -20.4% | +24.1% | -44.4% | -29.4% |
| 6M | -8.6% | +3.8% | -12.4% | -13.5% |
| YTD | -16.2% | -16.9% | +0.7% | -12.6% |
| 1Y | -34.6% | -38.4% | +3.8% | -21.0% |
| 3Y | -14.5% | -12.2% | -2.3% | -14.1% |
| 5Y | +17.0% | -1.8% | +18.8% | +11.8% |
| 10Y | +560.0% | +207.6% | +352.4% | +288.6% |
| All | +1,441.7% | +561.6% | +880.1% | +445.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling