+572.1%
SNPS vs BBY
+242.2%
+330.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -4.6% | +0.7% | -5.3% | -4.8% |
| 30D | -3.3% | +5.8% | -9.1% | -5.3% |
| 3M | -13.8% | +18.0% | -31.8% | -18.3% |
| 6M | -8.2% | +39.8% | -48.0% | -18.3% |
| YTD | -15.4% | +35.4% | -50.8% | -24.3% |
| 1Y | +2.4% | +21.4% | -19.0% | -5.4% |
| 3Y | -13.5% | +39.5% | -53.0% | -26.1% |
| 5Y | +19.5% | -0.5% | +19.9% | +9.8% |
| All | +572.1% | +242.2% | +330.0% | +378.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling