+47.4%
TER vs SNPS
+15.5%
+31.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +24.0% | +5.1% | +18.9% | +20.9% |
| 30D | -30.6% | -6.4% | -24.2% | -27.9% |
| 3M | -34.5% | +12.2% | -46.7% | -37.9% |
| 6M | -26.4% | -9.8% | -16.5% | -22.3% |
| YTD | +36.4% | -1.5% | +37.9% | +30.8% |
| 1Y | +47.4% | +16.0% | +31.4% | +21.9% |
| All | +47.4% | +15.5% | +31.9% | +21.9% |
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 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