+55.7%
T vs SNPS
+36.0%
+19.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.9% |
| 7D | +1.7% | +0.2% | +1.5% | +1.7% |
| 30D | -1.7% | -8.4% | +6.7% | -1.8% |
| 3M | -7.3% | +12.3% | -19.6% | -7.0% |
| 6M | -11.2% | -9.6% | -1.6% | -11.2% |
| YTD | -8.1% | -0.6% | -7.5% | -7.8% |
| 1Y | -8.0% | +18.7% | -26.7% | -7.9% |
| 3Y | +62.1% | -7.6% | +69.7% | +60.0% |
| 5Y | +55.7% | +34.1% | +21.6% | +39.1% |
| All | +55.7% | +36.0% | +19.7% | +39.1% |
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