+675.0%
SNPS vs BAH
+211.3%
+463.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -0.2% | -1.6% | +1.4% | +0.2% |
| 30D | -8.0% | +18.0% | -26.0% | -13.1% |
| 3M | +12.5% | +11.4% | +1.0% | +7.8% |
| 6M | -10.5% | +17.7% | -28.2% | -16.4% |
| YTD | -1.6% | +5.4% | -7.0% | -5.8% |
| 1Y | +16.8% | +2.8% | +14.1% | +12.4% |
| 3Y | -10.9% | -26.7% | +15.7% | -7.9% |
| 5Y | +35.8% | +8.1% | +27.7% | +14.5% |
| 10Y | +675.0% | +202.5% | +472.5% | +347.3% |
| All | +675.0% | +211.3% | +463.7% | +347.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling