+684.5%
SNPS vs BAX
-34.5%
+719.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.6% | +3.6% | -4.3% | -1.7% |
| 30D | -9.8% | +8.5% | -18.3% | -12.3% |
| 3M | +11.7% | -4.9% | +16.6% | +12.7% |
| 6M | -10.9% | +47.0% | -57.9% | -22.5% |
| YTD | -2.1% | +38.4% | -40.5% | -14.3% |
| 1Y | +14.8% | +49.1% | -34.4% | -2.4% |
| 3Y | -11.3% | -14.9% | +3.5% | -12.1% |
| 5Y | +36.2% | -63.1% | +99.3% | +89.3% |
| 10Y | +684.5% | -35.6% | +720.1% | +774.3% |
| All | +684.5% | -34.5% | +719.0% | +774.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling