+17.9%
SNPS vs USHY
+21.5%
-3.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.8% |
| 7D | -5.5% | -0.1% | -5.3% | -5.1% |
| 30D | -4.5% | 0.0% | -4.4% | -4.3% |
| 3M | -15.5% | +0.8% | -16.3% | -17.2% |
| 6M | -10.1% | +1.9% | -12.0% | -13.8% |
| YTD | -16.3% | +2.3% | -18.5% | -20.3% |
| 1Y | -34.9% | +4.1% | -39.1% | -40.6% |
| 3Y | -14.4% | +27.8% | -42.1% | -49.3% |
| 5Y | +17.9% | +21.5% | -3.6% | +5.2% |
| All | +17.9% | +21.5% | -3.6% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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