-34.6%
SNPS vs XYZ
+9.3%
-43.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.1% |
| 7D | -11.0% | -1.0% | -10.0% | -10.7% |
| 30D | -1.7% | -1.7% | 0.0% | -1.2% |
| 3M | -20.4% | +16.7% | -37.1% | -24.7% |
| 6M | -8.6% | +26.9% | -35.5% | -17.0% |
| YTD | -16.2% | +27.1% | -43.3% | -22.6% |
| 1Y | -34.6% | +9.3% | -43.8% | -32.4% |
| All | -34.6% | +9.3% | -43.9% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling