-14.0%
SNPS vs BAX
-31.1%
+17.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.6% |
| 7D | -11.0% | -1.1% | -9.9% | -10.8% |
| 30D | -1.7% | -5.5% | +3.7% | -0.7% |
| 3M | -20.4% | +33.5% | -53.9% | -25.5% |
| 6M | -8.6% | +35.9% | -44.5% | -15.3% |
| YTD | -16.2% | +35.4% | -51.5% | -22.7% |
| 1Y | -34.6% | +9.8% | -44.3% | -36.6% |
| All | -14.0% | -31.1% | +17.1% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling