+424.4%
SNPS vs USHY
+48.0%
+376.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.4% |
| 7D | +1.1% | -0.4% | +1.5% | +2.0% |
| 30D | -5.2% | +0.6% | -5.7% | -6.2% |
| 3M | +10.6% | -2.0% | +12.6% | +15.6% |
| 6M | -10.6% | -0.5% | -10.1% | -9.3% |
| YTD | -3.1% | +0.6% | -3.7% | -3.7% |
| 1Y | +15.6% | +2.1% | +13.4% | +11.4% |
| 3Y | -12.9% | +25.3% | -38.3% | -43.4% |
| 5Y | +31.2% | +19.7% | +11.4% | -4.0% |
| All | +424.4% | +48.0% | +376.4% | +174.5% |
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