+485.5%
CIFR vs SNPS
-15.3%
+500.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.4% | +7.5% | +5.0% |
| 7D | +16.9% | -11.0% | +28.0% | +24.2% |
| 30D | -5.2% | -1.7% | -3.4% | -4.4% |
| 3M | -30.6% | -20.4% | -10.2% | -21.7% |
| 6M | +10.6% | -8.6% | +19.2% | +15.7% |
| YTD | +20.2% | -16.2% | +36.3% | +31.1% |
| 1Y | +139.7% | -34.6% | +174.3% | +171.0% |
| All | +485.5% | -15.3% | +500.8% | +437.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling