+353.7%
SNPS vs USHY
+50.7%
+302.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.3% |
| 7D | -11.0% | -0.1% | -10.9% | -10.7% |
| 30D | -1.7% | +0.1% | -1.8% | -1.9% |
| 3M | -20.4% | +0.8% | -21.2% | -21.6% |
| 6M | -8.6% | +1.7% | -10.4% | -11.6% |
| YTD | -16.2% | +2.5% | -18.6% | -20.0% |
| 1Y | -34.6% | +4.4% | -39.0% | -39.8% |
| 3Y | -14.5% | +27.4% | -41.8% | -46.3% |
| 5Y | +17.0% | +21.7% | -4.7% | -17.4% |
| All | +353.7% | +50.7% | +302.9% | +128.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling