+67.7%
T vs SNPS
+17.0%
+50.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.4% | +3.5% | -2.0% |
| 7D | -1.3% | -11.0% | +9.7% | -1.4% |
| 30D | +11.4% | -1.7% | +13.1% | +11.3% |
| 3M | +14.3% | -20.4% | +34.6% | +14.0% |
| 6M | -9.3% | -8.6% | -0.6% | -9.3% |
| YTD | +7.1% | -16.2% | +23.3% | +7.0% |
| 1Y | -9.1% | -34.6% | +25.5% | -9.0% |
| 3Y | +105.3% | -14.5% | +119.8% | +100.0% |
| All | +67.7% | +17.0% | +50.6% | +48.9% |
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