+20.0%
SPY vs SNPS
-33.5%
+53.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | +0.1% |
| 7D | +0.1% | -11.0% | +11.1% | +1.0% |
| 30D | +0.1% | -1.7% | +1.8% | +0.1% |
| 3M | +2.0% | -20.4% | +22.3% | +3.6% |
| 6M | +13.0% | -8.6% | +21.6% | +13.4% |
| YTD | +13.5% | -16.2% | +29.7% | +14.3% |
| 1Y | +20.0% | -34.6% | +54.5% | +20.7% |
| All | +20.0% | -33.5% | +53.4% | +20.7% |
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 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