+5,491.2%
SNPS vs BBWI
+654.4%
+4,836.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.2% | +1.3% | -3.6% |
| 7D | -10.2% | -3.1% | -7.1% | -9.6% |
| 30D | -12.8% | +23.1% | -36.0% | -17.0% |
| 3M | +9.9% | +7.3% | +2.6% | +7.0% |
| 6M | -12.4% | +22.6% | -35.0% | -17.9% |
| YTD | -6.3% | +13.3% | -19.5% | -11.6% |
| 1Y | +7.6% | -2.6% | +10.2% | +3.6% |
| 3Y | -9.8% | -25.9% | +16.2% | -11.0% |
| 5Y | +29.2% | -66.7% | +95.9% | +46.2% |
| 10Y | +663.8% | -41.6% | +705.3% | +549.3% |
| All | +5,491.2% | +654.4% | +4,836.8% | +1,872.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling