+35.8%
SNPS vs B
+114.1%
-78.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | -0.2% | -2.7% | +2.5% | +0.3% |
| 30D | -8.0% | -4.3% | -3.7% | -7.4% |
| 3M | +12.5% | -2.3% | +14.8% | +12.8% |
| 6M | -10.5% | -16.2% | +5.7% | -8.2% |
| YTD | -1.6% | -8.8% | +7.2% | -1.2% |
| 1Y | +16.8% | +11.4% | +5.5% | +13.2% |
| 3Y | -10.9% | +174.3% | -185.2% | -26.8% |
| 5Y | +35.8% | +116.2% | -80.4% | +19.1% |
| All | +35.8% | +114.1% | -78.3% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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