-4.7%
BAC vs SNPS
+15.5%
-20.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.5% | +5.1% | -3.6% | +1.1% |
| 30D | -6.4% | -6.4% | 0.0% | -6.0% |
| 3M | -21.7% | +12.2% | -33.9% | -22.4% |
| 6M | +0.5% | -9.8% | +10.3% | +1.8% |
| YTD | -6.7% | -1.5% | -5.2% | -9.1% |
| 1Y | -4.7% | +16.0% | -20.7% | -10.7% |
| All | -4.7% | +15.5% | -20.2% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling