-34.9%
SNPS vs BAX
+1.4%
-36.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.6% |
| 7D | -5.5% | -5.1% | -0.4% | -4.6% |
| 30D | -4.5% | -12.2% | +7.7% | -2.3% |
| 3M | -15.5% | +21.8% | -37.3% | -19.6% |
| 6M | -10.1% | +36.3% | -46.4% | -17.3% |
| YTD | -16.3% | +27.8% | -44.1% | -23.2% |
| 1Y | -34.9% | -0.1% | -34.9% | -28.0% |
| All | -34.9% | +1.4% | -36.4% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling