+574.2%
SNPS vs BBWI
-58.2%
+632.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.3% | +6.6% | +1.3% |
| 7D | -5.5% | -4.4% | -1.0% | -4.9% |
| 30D | -4.5% | -7.4% | +2.9% | -3.7% |
| 3M | -15.5% | -2.2% | -13.3% | -15.8% |
| 6M | -10.1% | -16.3% | +6.2% | -8.8% |
| YTD | -16.3% | -9.1% | -7.1% | -16.6% |
| 1Y | -34.9% | -34.5% | -0.4% | -32.1% |
| 3Y | -14.4% | -47.0% | +32.6% | -9.9% |
| 5Y | +17.9% | -68.8% | +86.7% | +30.9% |
| 10Y | +574.2% | -57.4% | +631.6% | +514.9% |
| All | +574.2% | -58.2% | +632.5% | +514.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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