+11.2%
SNPS vs URI
+24.6%
-13.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.1% | +2.2% | -3.8% |
| 7D | -10.2% | -12.9% | +2.7% | -8.3% |
| 30D | -12.8% | -3.4% | -9.4% | -12.3% |
| 3M | +9.9% | -10.0% | +19.9% | +11.3% |
| 6M | -12.4% | +12.2% | -24.6% | -13.4% |
| YTD | -6.3% | +29.8% | -36.0% | -10.4% |
| All | +11.2% | +24.6% | -13.4% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling