+16.8%
SNPS vs BAH
+2.3%
+14.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | -0.2% | -1.6% | +1.4% | -0.1% |
| 30D | -8.0% | +18.0% | -26.0% | -9.6% |
| 3M | +12.5% | +11.4% | +1.0% | +11.0% |
| 6M | -10.5% | +17.7% | -28.2% | -11.8% |
| YTD | -1.6% | +5.4% | -7.0% | -0.7% |
| 1Y | +16.8% | +2.8% | +14.1% | +18.8% |
| All | +16.8% | +2.3% | +14.5% | +18.8% |
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