+213.5%
TER vs SNPS
-34.8%
+248.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.3% |
| 7D | +11.0% | -5.5% | +16.4% | +12.4% |
| 30D | -1.9% | -5.8% | +3.9% | -0.6% |
| 3M | -0.7% | -17.2% | +16.5% | +3.6% |
| 6M | +36.4% | -10.4% | +46.7% | +40.2% |
| YTD | +92.4% | -16.5% | +109.0% | +99.2% |
| 1Y | +213.5% | -35.6% | +249.2% | +224.3% |
| All | +213.5% | -34.8% | +248.3% | +224.3% |
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