+28.4%
SNPS vs BBWI
-66.8%
+95.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.2% | +1.3% | -3.7% |
| 7D | -10.2% | -3.1% | -7.1% | -9.6% |
| 30D | -12.8% | +23.1% | -36.0% | -16.7% |
| 3M | +9.9% | +7.3% | +2.6% | +7.3% |
| 6M | -12.4% | +22.6% | -35.0% | -17.6% |
| YTD | -6.3% | +13.3% | -19.5% | -11.4% |
| 1Y | +7.6% | -2.6% | +10.2% | +4.2% |
| 3Y | -9.8% | -25.9% | +16.2% | -10.8% |
| All | +28.4% | -66.8% | +95.2% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling