+684.5%
SNPS vs BB
+28.9%
+655.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -0.6% | +11.6% | -12.2% | -2.7% |
| 30D | -9.8% | +2.6% | -12.4% | -10.5% |
| 3M | +11.7% | +3.5% | +8.2% | +10.6% |
| 6M | -10.9% | +43.5% | -54.4% | -18.1% |
| YTD | -2.1% | +141.2% | -143.2% | -18.4% |
| 1Y | +14.8% | +97.4% | -82.6% | -1.2% |
| 3Y | -11.3% | +151.1% | -162.4% | -29.7% |
| 5Y | +36.2% | -12.8% | +49.0% | +22.9% |
| 10Y | +684.5% | +27.5% | +657.0% | +439.4% |
| All | +684.5% | +28.9% | +655.6% | +439.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling