+1,751.6%
SNPS vs BAH
+1,074.5%
+677.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.2% |
| 7D | +0.2% | -1.5% | +1.7% | +0.5% |
| 30D | -8.4% | +17.3% | -25.7% | -12.8% |
| 3M | +12.3% | +14.9% | -2.6% | +7.1% |
| 6M | -9.6% | +14.2% | -23.8% | -14.2% |
| YTD | -0.6% | +5.1% | -5.7% | -4.3% |
| 1Y | +18.7% | +2.1% | +16.6% | +14.9% |
| 3Y | -7.6% | -26.0% | +18.4% | -4.6% |
| 5Y | +34.1% | +9.0% | +25.1% | +19.4% |
| 10Y | +691.2% | +208.8% | +482.4% | +430.0% |
| All | +1,751.6% | +1,074.5% | +677.1% | +804.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling