+17.9%
SNPS vs Z
-65.8%
+83.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -5.5% | -7.1% | +1.6% | -3.7% |
| 30D | -4.5% | -4.8% | +0.3% | -3.6% |
| 3M | -15.5% | -9.3% | -6.1% | -14.1% |
| 6M | -10.1% | -29.0% | +18.9% | -2.6% |
| YTD | -16.3% | -52.9% | +36.6% | +0.5% |
| 1Y | -34.9% | -63.1% | +28.2% | -16.8% |
| 3Y | -14.4% | -36.9% | +22.5% | -8.3% |
| 5Y | +17.9% | -65.5% | +83.4% | +25.0% |
| All | +17.9% | -65.8% | +83.6% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling