-70.0%
U vs SNPS
+36.0%
-106.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -2.6% |
| 7D | +32.3% | +0.2% | +32.1% | +31.4% |
| 30D | +9.7% | -8.4% | +18.1% | +15.4% |
| 3M | +19.6% | +12.3% | +7.3% | +6.6% |
| 6M | +82.6% | -9.6% | +92.2% | +86.7% |
| YTD | +16.4% | -0.6% | +17.0% | +10.9% |
| 1Y | +28.5% | +18.7% | +9.8% | +7.2% |
| 3Y | +103.8% | -7.6% | +111.3% | +46.4% |
| 5Y | -70.0% | +34.1% | -104.1% | -88.1% |
| All | -70.0% | +36.0% | -106.0% | -88.1% |
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