+11.7%
SPGI vs SNPS
+31.8%
-20.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -1.5% |
| 7D | +0.3% | -3.7% | +3.9% | +1.0% |
| 30D | +18.4% | -10.4% | +28.8% | +20.9% |
| 3M | +15.7% | +11.0% | +4.7% | +11.7% |
| 6M | +17.3% | -10.7% | +28.0% | +18.6% |
| YTD | -4.7% | -4.1% | -0.6% | -5.9% |
| 1Y | +1.8% | +13.7% | -11.9% | -3.8% |
| 3Y | +31.7% | -8.1% | +39.8% | +16.9% |
| All | +11.7% | +31.8% | -20.1% | -19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling