+34.1%
SNPS vs BB
-18.0%
+52.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.8% | +2.2% |
| 7D | +0.2% | +15.0% | -14.8% | -3.4% |
| 30D | -8.4% | +3.5% | -11.9% | -9.6% |
| 3M | +12.3% | +2.7% | +9.6% | +10.7% |
| 6M | -9.6% | +44.7% | -54.3% | -20.3% |
| YTD | -0.6% | +143.3% | -143.9% | -24.3% |
| 1Y | +18.7% | +102.2% | -83.5% | -5.5% |
| 3Y | -7.6% | +156.1% | -163.7% | -35.0% |
| 5Y | +34.1% | -17.6% | +51.7% | +46.5% |
| All | +34.1% | -18.0% | +52.1% | +46.5% |
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