-11.3%
SNPS vs URI
+155.7%
-167.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.8% |
| 7D | -0.6% | -6.0% | +5.3% | +1.3% |
| 30D | -9.8% | +4.6% | -14.4% | -11.2% |
| 3M | +11.7% | -2.7% | +14.4% | +12.4% |
| 6M | -10.9% | +18.4% | -29.3% | -16.7% |
| YTD | -2.1% | +37.4% | -39.4% | -15.3% |
| 1Y | +14.8% | +30.4% | -15.6% | +1.6% |
| 3Y | -11.3% | +147.9% | -159.3% | -35.1% |
| All | -11.3% | +155.7% | -167.0% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling