-14.6%
SNPS vs TRU
-1.9%
-12.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.5% |
| 7D | -5.5% | -7.2% | +1.7% | -2.9% |
| 30D | -5.8% | -2.8% | -2.9% | -4.9% |
| 3M | -17.2% | +13.0% | -30.2% | -21.8% |
| 6M | -10.4% | +0.7% | -11.1% | -11.9% |
| YTD | -16.5% | -9.0% | -7.5% | -15.2% |
| 1Y | -35.6% | -16.3% | -19.3% | -32.1% |
| 3Y | -14.6% | -1.1% | -13.6% | -8.5% |
| All | -14.6% | -1.9% | -12.7% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling