+17.9%
SNPS vs TRU
-36.4%
+54.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -5.5% | -6.5% | +1.0% | -2.7% |
| 30D | -4.5% | -2.5% | -2.0% | -3.6% |
| 3M | -15.5% | +10.4% | -25.8% | -20.3% |
| 6M | -10.1% | +1.6% | -11.7% | -12.4% |
| YTD | -16.3% | -9.7% | -6.6% | -14.6% |
| 1Y | -34.9% | -17.3% | -17.7% | -30.5% |
| 3Y | -14.4% | -1.8% | -12.5% | -17.7% |
| 5Y | +17.9% | -36.2% | +54.1% | +59.6% |
| All | +17.9% | -36.4% | +54.3% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling