+18.8%
SPGI vs SNPS
-9.1%
+27.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.9% |
| 7D | -0.9% | +0.2% | -1.0% | -0.8% |
| 30D | +15.5% | -8.4% | +23.9% | +15.0% |
| 3M | +15.7% | +12.3% | +3.4% | +16.8% |
| All | +18.8% | -9.1% | +27.9% | +16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling