+33.2%
SNPS vs XYZ
-62.4%
+95.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -0.2% | -2.2% | +2.0% | +0.5% |
| 30D | -8.0% | +11.6% | -19.6% | -11.4% |
| 3M | +12.5% | +8.4% | +4.1% | +9.2% |
| 6M | -10.5% | +17.2% | -27.6% | -15.6% |
| YTD | -1.6% | +31.7% | -33.3% | -11.1% |
| 1Y | +16.8% | +30.1% | -13.2% | +5.5% |
| 3Y | -10.9% | +66.4% | -77.4% | -28.9% |
| All | +33.2% | -62.4% | +95.6% | +64.6% |
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