-28.2%
CIFR vs SNPS
+104.5%
-132.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.5% | +8.4% | +8.6% |
| 7D | +9.4% | -0.2% | +9.6% | +10.2% |
| 30D | -45.3% | -8.0% | -37.3% | -41.8% |
| 3M | -58.7% | +12.5% | -71.1% | -61.5% |
| 6M | -64.9% | -10.5% | -54.5% | -62.6% |
| YTD | -51.8% | -1.6% | -50.2% | -51.7% |
| 1Y | -61.9% | +16.8% | -78.7% | -65.5% |
| 3Y | +138.6% | -10.9% | +149.5% | +119.0% |
| 5Y | -13.0% | +35.8% | -48.7% | -43.2% |
| All | -28.2% | +104.5% | -132.7% | -55.8% |
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