-12.9%
SNPS vs BAH
-26.8%
+13.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.6% |
| 7D | +1.1% | +1.7% | -0.7% | +0.8% |
| 30D | -5.2% | +20.8% | -25.9% | -8.1% |
| 3M | +10.6% | +11.6% | -1.0% | +8.3% |
| 6M | -10.6% | +23.1% | -33.7% | -14.1% |
| YTD | -3.1% | +5.3% | -8.4% | -4.6% |
| 1Y | +15.6% | +6.1% | +9.4% | +13.3% |
| 3Y | -12.9% | -27.5% | +14.5% | -9.8% |
| All | -12.9% | -26.8% | +13.9% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling