+16.5%
SNPS vs BAX
-67.0%
+83.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.3% |
| 7D | -5.5% | -2.4% | -3.1% | -5.1% |
| 30D | -5.8% | -9.7% | +4.0% | -3.9% |
| 3M | -17.2% | +29.3% | -46.5% | -22.1% |
| 6M | -10.4% | +40.7% | -51.0% | -17.6% |
| YTD | -16.5% | +30.3% | -46.8% | -22.5% |
| 1Y | -35.6% | +3.4% | -39.0% | -37.0% |
| 3Y | -14.6% | -32.0% | +17.4% | -10.7% |
| 5Y | +16.5% | -66.9% | +83.3% | +50.8% |
| All | +16.5% | -67.0% | +83.5% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling