+16.5%
SNPS vs BB
-27.1%
+43.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.0% |
| 7D | -5.5% | +0.5% | -6.0% | -5.6% |
| 30D | -5.8% | -12.4% | +6.6% | -2.5% |
| 3M | -17.2% | -15.3% | -1.9% | -15.0% |
| 6M | -10.4% | +128.8% | -139.2% | -29.9% |
| YTD | -16.5% | +107.7% | -124.2% | -32.9% |
| 1Y | -35.6% | +103.9% | -139.5% | -48.2% |
| 3Y | -14.6% | +72.6% | -87.2% | -32.5% |
| 5Y | +16.5% | -24.3% | +40.7% | +10.0% |
| All | +16.5% | -27.1% | +43.5% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling