+16.5%
SNPS vs BBWI
-1.7%
+18.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.5% |
| 7D | +0.2% | -6.2% | +6.4% | +0.6% |
| 30D | -8.4% | +25.5% | -33.9% | -9.8% |
| 3M | +12.3% | +8.0% | +4.3% | +11.5% |
| 6M | -9.6% | +12.7% | -22.3% | -10.9% |
| YTD | -0.6% | +11.6% | -12.2% | -2.3% |
| All | +16.5% | -1.7% | +18.2% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling