+104.7%
COST vs SNPS
+18.4%
+86.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -2.5% | -4.6% | +2.1% | -1.8% |
| 30D | -4.4% | -3.3% | -1.1% | -4.2% |
| 3M | -8.1% | -13.8% | +5.7% | -6.2% |
| 6M | -9.2% | -8.2% | -1.0% | -9.1% |
| YTD | +5.1% | -15.4% | +20.6% | +6.5% |
| 1Y | -5.1% | +2.4% | -7.5% | -8.8% |
| 3Y | +70.4% | -13.5% | +83.9% | +56.0% |
| 5Y | +104.7% | +19.5% | +85.3% | +63.7% |
| All | +104.7% | +18.4% | +86.4% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling