+16.8%
SNPS vs USAR
-52.4%
+69.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -0.1% |
| 7D | -0.2% | +0.8% | -1.0% | -0.4% |
| 30D | -8.0% | -30.1% | +22.0% | -4.5% |
| 3M | +12.5% | -56.3% | +68.8% | +22.9% |
| 6M | -10.5% | -68.6% | +58.1% | -0.1% |
| YTD | -1.6% | -30.5% | +28.9% | +2.4% |
| 1Y | +16.8% | -53.5% | +70.3% | +23.9% |
| All | +16.8% | -52.4% | +69.2% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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