-35.6%
SNPS vs USAR
+29.1%
-64.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -5.5% | +2.3% | -7.8% | -5.7% |
| 30D | -5.8% | -8.6% | +2.9% | -5.0% |
| 3M | -17.2% | -20.5% | +3.3% | -16.1% |
| 6M | -10.4% | +1.2% | -11.6% | -11.3% |
| YTD | -16.5% | +48.4% | -64.9% | -19.7% |
| 1Y | -35.6% | +30.6% | -66.3% | -44.9% |
| All | -35.6% | +29.1% | -64.7% | -44.9% |
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