+11.2%
SNPS vs BAH
+6.2%
+5.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | -3.9% | +5.8% | -9.7% | -4.5% |
| 30D | -5.2% | +28.7% | -33.9% | -7.7% |
| 3M | +14.6% | +20.9% | -6.3% | +12.1% |
| 6M | -6.9% | +15.2% | -22.1% | -7.8% |
| YTD | -1.4% | +7.1% | -8.5% | -0.8% |
| 1Y | +11.2% | +6.4% | +4.8% | +13.3% |
| All | +11.2% | +6.2% | +5.0% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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