+29.2%
SNPS vs USB
+22.2%
+7.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.1% | -2.8% | -4.2% |
| 7D | -10.2% | -1.5% | -8.7% | -9.7% |
| 30D | -12.8% | +4.3% | -17.1% | -14.1% |
| 3M | +9.9% | -6.1% | +15.9% | +11.9% |
| 6M | -12.4% | +9.4% | -21.8% | -15.3% |
| YTD | -6.3% | +15.2% | -21.4% | -11.3% |
| 1Y | +7.6% | +32.8% | -25.1% | -2.9% |
| 3Y | -9.8% | +91.3% | -101.1% | -27.6% |
| 5Y | +29.2% | +22.7% | +6.6% | +22.6% |
| All | +29.2% | +22.2% | +7.0% | +22.6% |
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