+34.1%
SNPS vs UL
+32.3%
+1.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.7% | +3.6% |
| 7D | +0.2% | +0.3% | -0.1% | +0.2% |
| 30D | -8.4% | +7.0% | -15.4% | -8.9% |
| 3M | +12.3% | +5.8% | +6.5% | +11.7% |
| 6M | -9.6% | +16.1% | -25.7% | -11.2% |
| YTD | -0.6% | +4.5% | -5.1% | -1.4% |
| 1Y | +18.7% | -1.3% | +20.0% | +19.0% |
| 3Y | -7.6% | +35.0% | -42.5% | -16.3% |
| 5Y | +34.1% | +31.9% | +2.2% | +17.9% |
| All | +34.1% | +32.3% | +1.8% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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