-35.6%
SNPS vs Z
-63.3%
+27.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.4% | +6.0% | +1.0% |
| 7D | -5.5% | -3.3% | -2.2% | -4.8% |
| 30D | -5.8% | -3.7% | -2.0% | -5.2% |
| 3M | -17.2% | -7.0% | -10.2% | -16.3% |
| 6M | -10.4% | -29.5% | +19.1% | -2.7% |
| YTD | -16.5% | -52.6% | +36.0% | -1.3% |
| 1Y | -35.6% | -64.0% | +28.4% | -17.2% |
| All | -35.6% | -63.3% | +27.6% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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