+5,829.8%
SNPS vs BAX
+576.5%
+5,253.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +3.0% |
| 7D | +0.2% | +9.0% | -8.9% | -2.2% |
| 30D | -8.4% | +8.5% | -16.9% | -10.8% |
| 3M | +12.3% | -4.1% | +16.4% | +12.9% |
| 6M | -9.6% | +46.9% | -56.5% | -20.0% |
| YTD | -0.6% | +38.4% | -39.0% | -11.5% |
| 1Y | +18.7% | +47.0% | -28.3% | +3.6% |
| 3Y | -7.6% | -14.9% | +7.4% | -8.3% |
| 5Y | +34.1% | -62.5% | +96.6% | +65.0% |
| 10Y | +691.2% | -33.9% | +725.1% | +730.0% |
| All | +5,829.8% | +576.5% | +5,253.3% | +2,724.7% |
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