-5.6%
TLT vs SNPS
-7.4%
+1.7%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.4% |
| 7D | -0.4% | -11.0% | +10.6% | 0.0% |
| 30D | -0.6% | -1.7% | +1.2% | -0.6% |
| 3M | -2.7% | -20.4% | +17.6% | -1.8% |
| 6M | -5.6% | -8.6% | +3.0% | -5.8% |
| All | -5.6% | -7.4% | +1.7% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling