-68.3%
U vs SNPS
+16.9%
-85.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | +4.4% | -5.5% | +9.8% | +8.4% |
| 30D | -1.3% | -4.5% | +3.2% | 0.0% |
| 3M | +49.6% | -15.5% | +65.1% | +64.7% |
| 6M | +100.2% | -10.1% | +110.3% | +106.1% |
| YTD | -3.7% | -16.3% | +12.6% | +5.2% |
| 1Y | -6.5% | -34.9% | +28.4% | +10.6% |
| 3Y | +12.9% | -14.4% | +27.3% | -19.2% |
| 5Y | -68.3% | +17.9% | -86.2% | -85.1% |
| All | -68.3% | +16.9% | -85.2% | -85.1% |
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