+1,332.1%
SNPS vs BB
+258.8%
+1,073.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -11.0% | -5.6% | -5.4% | -10.2% |
| 30D | -1.7% | -11.8% | +10.1% | +0.4% |
| 3M | -20.4% | -25.5% | +5.2% | -17.1% |
| 6M | -8.6% | +121.3% | -129.9% | -21.1% |
| YTD | -16.2% | +103.2% | -119.3% | -26.5% |
| 1Y | -34.6% | +102.6% | -137.2% | -42.8% |
| 3Y | -14.5% | +37.5% | -52.0% | -24.1% |
| 5Y | +17.0% | -30.4% | +47.4% | +12.7% |
| 10Y | +560.0% | 0.0% | +560.0% | +414.4% |
| All | +1,332.1% | +258.8% | +1,073.3% | +437.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling