+5,740.6%
SNPS vs BBWI
+639.7%
+5,100.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -0.6% | -4.2% | +3.6% | +0.3% |
| 30D | -9.8% | +24.9% | -34.7% | -14.4% |
| 3M | +11.7% | +13.2% | -1.5% | +7.6% |
| 6M | -10.9% | +12.1% | -23.1% | -14.9% |
| YTD | -2.1% | +11.1% | -13.2% | -7.3% |
| 1Y | +14.8% | +0.7% | +14.1% | +9.7% |
| 3Y | -11.3% | -23.8% | +12.4% | -13.1% |
| 5Y | +36.2% | -66.9% | +103.1% | +54.3% |
| 10Y | +684.5% | -45.3% | +729.8% | +578.2% |
| All | +5,740.6% | +639.7% | +5,100.9% | +1,968.4% |
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 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