+4,901.1%
SNPS vs UL
+1,810.7%
+3,090.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -11.0% | -1.3% | -9.7% | -10.6% |
| 30D | -1.7% | +0.5% | -2.2% | -2.0% |
| 3M | -20.4% | +17.6% | -38.0% | -24.7% |
| 6M | -8.6% | -5.4% | -3.2% | -7.8% |
| YTD | -16.2% | +0.7% | -16.9% | -17.4% |
| 1Y | -34.6% | -9.3% | -25.3% | -33.6% |
| 3Y | -14.5% | +24.5% | -39.0% | -22.6% |
| 5Y | +17.0% | +23.2% | -6.2% | +4.9% |
| 10Y | +560.0% | +64.5% | +495.5% | +431.3% |
| All | +4,901.1% | +1,810.7% | +3,090.4% | +2,035.8% |
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