+50.7%
TER vs SNPS
+28.8%
+21.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.9% | -10.3% | -12.5% |
| 7D | -28.2% | -10.2% | -18.0% | -23.4% |
| 30D | -50.6% | -12.8% | -37.7% | -46.3% |
| 3M | -45.3% | +9.9% | -55.2% | -48.4% |
| 6M | -40.4% | -12.4% | -28.0% | -36.4% |
| YTD | +10.0% | -6.3% | +16.3% | +11.5% |
| 1Y | +13.6% | +7.6% | +6.0% | +6.5% |
| 3Y | +145.2% | -9.8% | +155.0% | +114.1% |
| All | +50.7% | +28.8% | +21.9% | -4.0% |
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