+4,901.1%
SNPS vs BAX
+561.6%
+4,339.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.7% |
| 7D | -11.0% | -1.1% | -9.9% | -10.7% |
| 30D | -1.7% | -5.5% | +3.7% | -0.3% |
| 3M | -20.4% | +33.5% | -53.9% | -27.2% |
| 6M | -8.6% | +35.9% | -44.5% | -17.2% |
| YTD | -16.2% | +35.4% | -51.5% | -24.5% |
| 1Y | -34.6% | +9.8% | -44.3% | -37.7% |
| 3Y | -14.5% | -32.7% | +18.3% | -9.2% |
| 5Y | +17.0% | -65.6% | +82.5% | +48.1% |
| 10Y | +560.0% | -34.9% | +594.9% | +598.3% |
| All | +4,901.1% | +561.6% | +4,339.5% | +2,308.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling