-14.0%
SNPS vs BBWI
-42.5%
+28.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.8% | -8.2% | -5.9% |
| 7D | -11.0% | +1.5% | -12.5% | -11.3% |
| 30D | -1.7% | -5.2% | +3.4% | -1.1% |
| 3M | -20.4% | +11.1% | -31.5% | -22.5% |
| 6M | -8.6% | -13.4% | +4.8% | -7.5% |
| YTD | -16.2% | +0.1% | -16.3% | -18.0% |
| 1Y | -34.6% | -36.1% | +1.6% | -30.1% |
| All | -14.0% | -42.5% | +28.4% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling