+4,901.1%
SNPS vs BBWI
+566.6%
+4,334.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.8% | -8.2% | -6.0% |
| 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% | -22.9% |
| 6M | -8.6% | -13.4% | +4.8% | -7.7% |
| YTD | -16.2% | +0.1% | -16.3% | -18.3% |
| 1Y | -34.6% | -36.1% | +1.6% | -30.6% |
| 3Y | -14.5% | -44.1% | +29.6% | -10.0% |
| 5Y | +17.0% | -66.2% | +83.2% | +32.5% |
| 10Y | +560.0% | -54.8% | +614.8% | +499.8% |
| All | +4,901.1% | +566.6% | +4,334.5% | +1,722.8% |
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