+1,424.1%
SNPS vs URA
-31.1%
+1,455.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 3M | -20.4% | -8.4% | -12.0% | -18.6% |
| 6M | -8.6% | -12.7% | +4.1% | -6.1% |
| YTD | -16.2% | +7.8% | -23.9% | -19.7% |
| 1Y | -34.6% | +19.5% | -54.0% | -40.0% |
| 3Y | -14.5% | +116.4% | -130.9% | -36.6% |
| 5Y | +17.0% | +134.3% | -117.3% | -18.4% |
| 10Y | +560.0% | +359.3% | +200.8% | +254.4% |
| All | +1,424.1% | -31.1% | +1,455.3% | +1,087.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling