+16.5%
SNPS vs UL
+22.5%
-6.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.4% |
| 7D | -5.5% | -1.3% | -4.2% | -5.4% |
| 30D | -5.8% | +0.9% | -6.7% | -5.9% |
| 3M | -17.2% | +14.2% | -31.4% | -18.8% |
| 6M | -10.4% | -3.2% | -7.2% | -10.0% |
| YTD | -16.5% | -0.3% | -16.2% | -16.9% |
| 1Y | -35.6% | -8.8% | -26.9% | -34.7% |
| 3Y | -14.6% | +23.9% | -38.5% | -21.6% |
| 5Y | +16.5% | +21.4% | -4.9% | +3.7% |
| All | +16.5% | +22.5% | -6.0% | +3.7% |
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