-14.0%
SNPS vs BEN
+57.6%
-71.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.5% | -8.9% | -6.8% |
| 7D | -11.0% | +0.2% | -11.2% | -11.2% |
| 30D | -1.7% | -0.5% | -1.2% | -1.6% |
| 3M | -20.4% | +9.7% | -30.1% | -23.5% |
| 6M | -8.6% | +33.9% | -42.5% | -19.5% |
| YTD | -16.2% | +49.0% | -65.1% | -29.3% |
| 1Y | -34.6% | +42.1% | -76.7% | -43.8% |
| All | -14.0% | +57.6% | -71.6% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 3y: compounded portfolio wealth divided by compounded BEN 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…
3y analysis · Full analysis span regression · 6 months rolling