+663.2%
SNPS vs URA
+283.4%
+379.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.4% | -2.1% | +0.9% |
| 7D | -3.7% | -4.1% | +0.5% | -2.3% |
| 30D | -10.4% | -19.0% | +8.6% | -4.0% |
| 3M | +11.0% | -25.1% | +36.1% | +21.6% |
| 6M | -10.7% | -44.5% | +33.8% | +7.0% |
| YTD | -4.1% | -24.3% | +20.2% | +2.4% |
| 1Y | +13.7% | -28.1% | +41.8% | +23.0% |
| 3Y | -8.1% | +40.7% | -48.7% | -24.3% |
| 5Y | +32.2% | +35.5% | -3.3% | +5.7% |
| All | +663.2% | +283.4% | +379.8% | +285.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling