+5,768.2%
SNPS vs BAX
+574.7%
+5,193.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.2% | -0.6% | +0.4% | 0.0% |
| 30D | -8.0% | +6.3% | -14.3% | -9.9% |
| 3M | +12.5% | -4.6% | +17.0% | +13.2% |
| 6M | -10.5% | +50.4% | -60.9% | -21.3% |
| YTD | -1.6% | +38.0% | -39.6% | -12.3% |
| 1Y | +16.8% | +44.6% | -27.8% | +2.5% |
| 3Y | -10.9% | -15.1% | +4.2% | -11.6% |
| 5Y | +35.8% | -63.3% | +99.1% | +68.2% |
| 10Y | +675.0% | -34.4% | +709.4% | +714.8% |
| All | +5,768.2% | +574.7% | +5,193.5% | +2,697.3% |
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