+572.5%
SNPS vs BG
+166.7%
+405.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.4% |
| 7D | +0.9% | +3.1% | -2.2% | +0.3% |
| 30D | -3.6% | +10.2% | -13.9% | -5.5% |
| 3M | -12.9% | -1.7% | -11.2% | -13.0% |
| 6M | -8.2% | +1.0% | -9.2% | -9.0% |
| YTD | -15.4% | +39.9% | -55.3% | -21.6% |
| 1Y | -9.3% | +53.2% | -62.5% | -18.0% |
| 3Y | -14.0% | +16.3% | -30.2% | -18.6% |
| 5Y | +19.5% | +83.9% | -64.3% | -0.8% |
| All | +572.5% | +166.7% | +405.8% | +371.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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