+191.2%
TER vs SNPS
-11.8%
+203.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.6% |
| 7D | +14.4% | +1.1% | +13.3% | +14.0% |
| 30D | -30.6% | -5.2% | -25.4% | -28.4% |
| 3M | -39.2% | +10.6% | -49.7% | -41.8% |
| 6M | -31.3% | -10.6% | -20.7% | -27.9% |
| YTD | +29.1% | -3.1% | +32.2% | +29.3% |
| 1Y | +47.4% | +15.6% | +31.9% | +36.9% |
| 3Y | +191.2% | -12.9% | +204.2% | +160.9% |
| All | +191.2% | -11.8% | +203.1% | +160.9% |
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 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