+78.5%
SPY vs SNPS
-14.2%
+92.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.5% |
| 7D | +0.5% | -5.5% | +6.0% | +1.5% |
| 30D | -0.9% | -5.8% | +4.8% | -0.1% |
| 3M | +3.9% | -17.2% | +21.1% | +7.1% |
| 6M | +14.5% | -10.4% | +24.9% | +15.7% |
| YTD | +12.9% | -16.5% | +29.5% | +15.3% |
| 1Y | +19.4% | -35.6% | +55.0% | +25.4% |
| 3Y | +78.5% | -14.6% | +93.1% | +59.8% |
| All | +78.5% | -14.2% | +92.7% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling