+17.1%
SNPS vs USB
+40.0%
-22.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | -11.0% | +1.4% | -12.5% | -11.4% |
| 30D | -1.7% | -1.3% | -0.4% | -1.4% |
| 3M | -20.4% | +15.2% | -35.6% | -24.1% |
| 6M | -8.6% | +18.8% | -27.4% | -13.9% |
| YTD | -16.2% | +21.0% | -37.2% | -21.7% |
| 1Y | -34.6% | +34.0% | -68.6% | -40.9% |
| 3Y | -14.5% | +95.3% | -109.8% | -31.8% |
| All | +17.1% | +40.0% | -22.9% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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