+18.5%
SPY vs SNPS
-35.6%
+54.2%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -0.4% | -5.5% | +5.1% | +0.1% |
| 30D | -1.4% | -4.5% | +3.1% | -1.1% |
| 3M | +3.7% | -15.5% | +19.2% | +4.9% |
| 6M | +13.0% | -10.1% | +23.1% | +13.5% |
| YTD | +12.4% | -16.3% | +28.7% | +13.1% |
| 1Y | +18.5% | -34.9% | +53.5% | +19.3% |
| All | +18.5% | -35.6% | +54.2% | +19.3% |
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 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