+851.5%
BX vs SNPS
+1,605.5%
-754.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +2.3% |
| 7D | +0.6% | +1.1% | -0.5% | 0.0% |
| 30D | +14.2% | -5.2% | +19.4% | +16.7% |
| 3M | -18.7% | +10.6% | -29.3% | -25.7% |
| 6M | +2.5% | -10.6% | +13.1% | +4.7% |
| YTD | -18.8% | -3.1% | -15.7% | -22.1% |
| 1Y | -10.3% | +15.6% | -25.9% | -22.9% |
| 3Y | +35.4% | -12.9% | +48.3% | +14.4% |
| 5Y | +0.3% | +31.2% | -30.9% | -38.9% |
| 10Y | +668.4% | +663.4% | +5.0% | +8.6% |
| All | +851.5% | +1,605.5% | -754.0% | -43.9% |
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