+1.7%
SPGI vs SNPS
+17.1%
-15.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.4% |
| 7D | -0.9% | +0.2% | -1.0% | -0.9% |
| 30D | +15.5% | -8.4% | +23.9% | +16.5% |
| 3M | +15.7% | +12.3% | +3.4% | +13.6% |
| 6M | +19.1% | -9.6% | +28.7% | +21.9% |
| YTD | -4.1% | -0.6% | -3.5% | -5.3% |
| All | +1.7% | +17.1% | -15.3% | +0.8% |
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