-3.6%
COST vs SNPS
-33.5%
+29.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -1.1% |
| 7D | -3.1% | -11.0% | +7.9% | -3.2% |
| 30D | -2.8% | -1.7% | -1.0% | -2.8% |
| 3M | -5.7% | -20.4% | +14.7% | -5.6% |
| 6M | -8.8% | -8.6% | -0.1% | -8.9% |
| YTD | +6.7% | -16.2% | +22.8% | +6.8% |
| 1Y | -3.6% | -34.6% | +30.9% | -2.9% |
| All | -3.6% | -33.5% | +29.8% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling