+2.9%
SPGI vs SNPS
+6.4%
-3.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.4% |
| 7D | +7.2% | -3.9% | +11.1% | +7.5% |
| 30D | +23.2% | -5.2% | +28.4% | +23.8% |
| 3M | +17.0% | +14.6% | +2.4% | +14.4% |
| 6M | +20.4% | -6.9% | +27.4% | +21.9% |
| YTD | -1.9% | -1.4% | -0.5% | -3.3% |
| 1Y | +2.9% | +11.2% | -8.3% | +1.3% |
| All | +2.9% | +6.4% | -3.5% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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