-20.6%
BA vs SNPS
+32.5%
-53.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.9% |
| 7D | 0.0% | -0.6% | +0.7% | +0.1% |
| 30D | -8.9% | -9.8% | +0.9% | -7.1% |
| 3M | -25.5% | +11.7% | -37.2% | -28.1% |
| 6M | -27.0% | -10.9% | -16.0% | -25.9% |
| YTD | -20.1% | -2.1% | -18.1% | -21.6% |
| 1Y | -11.0% | +14.8% | -25.8% | -16.2% |
| 3Y | -11.8% | -11.3% | -0.5% | -20.1% |
| 5Y | -20.6% | +36.2% | -56.9% | -45.7% |
| All | -20.6% | +32.5% | -53.2% | -45.7% |
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 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