+17.1%
SNPS vs URI
+200.7%
-183.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.0% | -6.0% |
| 7D | -11.0% | -2.0% | -9.0% | -10.3% |
| 30D | -1.7% | -12.9% | +11.2% | +3.4% |
| 3M | -20.4% | -6.7% | -13.6% | -18.8% |
| 6M | -8.6% | +19.0% | -27.6% | -17.3% |
| YTD | -16.2% | +25.5% | -41.7% | -26.5% |
| 1Y | -34.6% | +5.5% | -40.1% | -38.1% |
| 3Y | -14.5% | +111.3% | -125.8% | -42.8% |
| All | +17.1% | +200.7% | -183.6% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling