-12.8%
BKNG vs SNPS
-33.5%
+20.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -0.3% |
| 7D | -6.0% | -11.0% | +5.0% | -4.7% |
| 30D | -6.6% | -1.7% | -4.9% | -6.7% |
| 3M | +15.7% | -20.4% | +36.0% | +18.7% |
| 6M | +14.1% | -8.6% | +22.8% | +14.3% |
| YTD | -9.3% | -16.2% | +6.8% | -8.6% |
| 1Y | -12.8% | -34.6% | +21.8% | -12.1% |
| All | -12.8% | -33.5% | +20.7% | -12.1% |
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