+18.8%
BX vs SNPS
+16.9%
+1.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | -5.7% | -5.5% | -0.2% | -3.5% |
| 30D | -8.9% | -4.5% | -4.4% | -7.8% |
| 3M | +8.4% | -15.5% | +23.9% | +15.1% |
| 6M | +18.9% | -10.1% | +29.0% | +21.6% |
| YTD | -13.6% | -16.3% | +2.7% | -9.2% |
| 1Y | -22.4% | -34.9% | +12.5% | -14.7% |
| 3Y | +26.0% | -14.4% | +40.4% | +5.4% |
| 5Y | +18.8% | +17.9% | +0.9% | -25.7% |
| All | +18.8% | +16.9% | +1.9% | -25.7% |
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