+1,260.4%
BAC vs SNPS
+5,427.6%
-4,167.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +1.2% |
| 7D | +1.1% | -11.0% | +12.1% | +3.8% |
| 30D | -0.4% | -1.7% | +1.3% | -0.5% |
| 3M | +16.9% | -20.4% | +37.3% | +22.4% |
| 6M | +26.6% | -8.6% | +35.2% | +27.6% |
| YTD | +15.8% | -16.2% | +31.9% | +18.5% |
| 1Y | +27.2% | -34.6% | +61.7% | +33.6% |
| 3Y | +132.4% | -14.5% | +146.9% | +122.1% |
| 5Y | +72.6% | +17.0% | +55.6% | +49.1% |
| 10Y | +389.7% | +560.0% | -170.3% | +171.9% |
| All | +1,260.4% | +5,427.6% | -4,167.2% | +394.3% |
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