+815.8%
SNPS vs TRU
+247.4%
+568.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -0.2% | 0.0% | -0.1% | -0.2% |
| 30D | -8.0% | +24.3% | -32.3% | -17.4% |
| 3M | +12.5% | +2.3% | +10.2% | +9.3% |
| 6M | -10.5% | +17.7% | -28.2% | -19.6% |
| YTD | -1.6% | -3.8% | +2.2% | -4.1% |
| 1Y | +16.8% | -0.3% | +17.1% | +11.8% |
| 3Y | -10.9% | +58.4% | -69.3% | -32.8% |
| 5Y | +35.8% | -24.0% | +59.8% | +39.2% |
| 10Y | +675.0% | +187.9% | +487.0% | +394.9% |
| All | +815.8% | +247.4% | +568.5% | +469.1% |
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