-15.6%
SNPS vs URA
+114.7%
-130.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.6% |
| 7D | -11.0% | +1.1% | -12.1% | -11.3% |
| 30D | -1.7% | +7.4% | -9.1% | -3.8% |
| 3M | -20.4% | -8.4% | -12.0% | -18.6% |
| 6M | -8.6% | -12.7% | +4.1% | -6.2% |
| YTD | -16.2% | +7.8% | -23.9% | -19.7% |
| 1Y | -34.6% | +19.5% | -54.0% | -40.4% |
| All | -15.6% | +114.7% | -130.4% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling