+70.7%
CIFR vs SNPS
+74.0%
-3.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.3% | -9.0% | -8.9% |
| 7D | +11.3% | -5.5% | +16.8% | +14.9% |
| 30D | +3.5% | -4.5% | +8.0% | +6.2% |
| 3M | -26.6% | -15.5% | -11.1% | -19.4% |
| 6M | +18.1% | -10.1% | +28.2% | +25.0% |
| YTD | +14.5% | -16.3% | +30.8% | +26.2% |
| 1Y | +83.3% | -34.9% | +118.2% | +109.7% |
| 3Y | +461.5% | -14.4% | +475.8% | +415.1% |
| 5Y | +29.3% | +17.9% | +11.4% | -8.3% |
| All | +70.7% | +74.0% | -3.3% | +15.6% |
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