+802.1%
SNPS vs TRU
+243.6%
+558.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +1.1% | 0.0% | +1.0% | +1.1% |
| 30D | -5.2% | +21.3% | -26.5% | -13.9% |
| 3M | +10.6% | +0.2% | +10.3% | +8.4% |
| 6M | -10.6% | +22.4% | -33.0% | -21.2% |
| YTD | -3.1% | -4.8% | +1.7% | -5.1% |
| 1Y | +15.6% | -0.2% | +15.7% | +10.4% |
| 3Y | -12.9% | +57.9% | -70.9% | -34.2% |
| 5Y | +31.2% | -26.1% | +57.3% | +36.2% |
| 10Y | +663.4% | +184.8% | +478.6% | +389.7% |
| All | +802.1% | +243.6% | +558.5% | +463.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling