-39.0%
U vs SNPS
+94.9%
-134.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | +2.9% |
| 7D | -3.8% | -11.0% | +7.2% | +4.4% |
| 30D | +17.5% | -1.7% | +19.2% | +16.8% |
| 3M | +38.7% | -20.4% | +59.1% | +59.8% |
| 6M | +104.4% | -8.6% | +113.0% | +108.0% |
| YTD | -5.7% | -16.2% | +10.5% | +3.0% |
| 1Y | +3.7% | -34.6% | +38.3% | +22.1% |
| 3Y | +12.3% | -14.5% | +26.8% | -16.0% |
| 5Y | -68.8% | +17.0% | -85.8% | -83.8% |
| All | -39.0% | +94.9% | -134.0% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling