+15.6%
SNPS vs BBWI
+0.1%
+15.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.7% |
| 7D | +1.1% | +0.1% | +0.9% | +1.0% |
| 30D | -5.2% | +12.9% | -18.0% | -5.8% |
| 3M | +10.6% | +16.0% | -5.4% | +9.1% |
| 6M | -10.6% | +16.6% | -27.2% | -12.3% |
| YTD | -3.1% | +9.7% | -12.8% | -4.6% |
| 1Y | +15.6% | +1.5% | +14.1% | +14.1% |
| All | +15.6% | +0.1% | +15.4% | +14.1% |
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 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