+17.9%
SNPS vs XYZ
-69.0%
+86.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | -5.5% | -3.7% | -1.8% | -4.4% |
| 30D | -4.5% | +0.5% | -5.0% | -4.7% |
| 3M | -15.5% | +16.3% | -31.8% | -19.5% |
| 6M | -10.1% | +21.1% | -31.2% | -15.7% |
| YTD | -16.3% | +22.0% | -38.3% | -22.3% |
| 1Y | -34.9% | +5.2% | -40.1% | -37.0% |
| 3Y | -14.4% | +49.6% | -63.9% | -29.6% |
| 5Y | +17.9% | -68.4% | +86.3% | +48.6% |
| All | +17.9% | -69.0% | +86.9% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling