+1,645.9%
SNPS vs BAH
+1,110.0%
+535.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.0% | -5.2% |
| 7D | -10.2% | +6.0% | -16.2% | -11.8% |
| 30D | -12.8% | +31.1% | -43.9% | -19.6% |
| 3M | +9.9% | +25.2% | -15.3% | +2.3% |
| 6M | -12.4% | +18.9% | -31.3% | -17.8% |
| YTD | -6.3% | +8.3% | -14.6% | -10.4% |
| 1Y | +7.6% | +6.2% | +1.4% | +3.1% |
| 3Y | -9.8% | -22.8% | +13.0% | -8.0% |
| 5Y | +29.2% | +13.6% | +15.6% | +13.8% |
| 10Y | +663.8% | +240.2% | +423.6% | +399.9% |
| All | +1,645.9% | +1,110.0% | +535.9% | +746.3% |
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 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