+17.1%
SNPS vs BAH
-3.4%
+20.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -5.1% |
| 7D | -11.0% | -3.2% | -7.8% | -10.4% |
| 30D | -1.7% | +2.0% | -3.7% | -2.2% |
| 3M | -20.4% | -7.6% | -12.7% | -19.1% |
| 6M | -8.6% | -5.7% | -2.9% | -8.0% |
| YTD | -16.2% | -11.7% | -4.4% | -14.7% |
| 1Y | -34.6% | -27.4% | -7.2% | -30.3% |
| 3Y | -14.5% | -32.5% | +18.1% | -11.6% |
| All | +17.1% | -3.4% | +20.5% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling