+13.7%
SPGI vs SNPS
+30.3%
-16.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.4% |
| 7D | +1.2% | +1.1% | +0.2% | +1.0% |
| 30D | +15.9% | -5.2% | +21.1% | +16.9% |
| 3M | +12.3% | +10.6% | +1.7% | +8.5% |
| 6M | +23.7% | -10.6% | +34.3% | +25.1% |
| YTD | -3.5% | -3.1% | -0.5% | -5.0% |
| 1Y | +0.4% | +15.6% | -15.1% | -5.5% |
| 3Y | +29.9% | -12.9% | +42.8% | +18.5% |
| All | +13.7% | +30.3% | -16.6% | -17.3% |
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 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