+5,829.8%
SNPS vs UL
+1,882.4%
+3,947.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.7% | +3.4% |
| 7D | +0.2% | +0.3% | -0.1% | 0.0% |
| 30D | -8.4% | +7.0% | -15.4% | -10.6% |
| 3M | +12.3% | +5.8% | +6.5% | +9.8% |
| 6M | -9.6% | +16.1% | -25.7% | -14.6% |
| YTD | -0.6% | +4.5% | -5.1% | -3.6% |
| 1Y | +18.7% | -1.3% | +20.0% | +17.0% |
| 3Y | -7.6% | +35.0% | -42.5% | -18.8% |
| 5Y | +34.1% | +31.9% | +2.2% | +17.2% |
| 10Y | +691.2% | +99.3% | +591.9% | +497.9% |
| All | +5,829.8% | +1,882.4% | +3,947.3% | +2,393.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling