+641.7%
BE vs SNPS
+400.8%
+240.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -3.4% |
| 7D | -13.4% | -0.6% | -12.7% | -12.4% |
| 30D | -33.9% | -9.8% | -24.1% | -28.8% |
| 3M | -12.0% | +11.7% | -23.7% | -18.8% |
| 6M | -29.0% | -10.9% | -18.0% | -24.7% |
| YTD | +113.4% | -2.1% | +115.5% | +109.8% |
| 1Y | +33.2% | +14.8% | +18.4% | +18.5% |
| 3Y | +1,659.2% | -11.3% | +1,670.6% | +1,341.2% |
| 5Y | +461.4% | +36.2% | +425.2% | +195.9% |
| All | +641.7% | +400.8% | +240.9% | +27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling