+691.2%
SNPS vs BBWI
-41.3%
+732.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.4% |
| 7D | +0.2% | -6.2% | +6.4% | +1.2% |
| 30D | -8.4% | +25.5% | -33.9% | -12.0% |
| 3M | +12.3% | +8.0% | +4.3% | +10.0% |
| 6M | -9.6% | +12.7% | -22.3% | -12.6% |
| YTD | -0.6% | +11.6% | -12.2% | -4.5% |
| 1Y | +18.7% | -0.9% | +19.6% | +15.2% |
| 3Y | -7.6% | -22.7% | +15.1% | -8.6% |
| 5Y | +34.1% | -67.2% | +101.3% | +46.3% |
| 10Y | +691.2% | -43.7% | +734.9% | +577.1% |
| All | +691.2% | -41.3% | +732.5% | +577.1% |
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