+79.2%
CIFR vs SNPS
+74.3%
+4.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.4% | +7.5% | +5.4% |
| 7D | +16.9% | -11.0% | +28.0% | +25.3% |
| 30D | -5.2% | -1.7% | -3.4% | -4.4% |
| 3M | -30.6% | -20.4% | -10.2% | -20.5% |
| 6M | +10.6% | -8.6% | +19.2% | +15.9% |
| YTD | +20.2% | -16.2% | +36.3% | +32.4% |
| 1Y | +139.7% | -34.6% | +174.3% | +172.8% |
| 3Y | +489.4% | -14.5% | +503.8% | +441.1% |
| 5Y | +54.4% | +17.0% | +37.4% | +9.5% |
| All | +79.2% | +74.3% | +4.9% | +21.2% |
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