-14.9%
SNPS vs BG
+19.0%
-33.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -5.5% | +0.5% | -6.0% | -5.5% |
| 30D | -4.5% | +10.3% | -14.8% | -4.4% |
| 3M | -15.5% | -1.9% | -13.6% | -15.2% |
| 6M | -10.1% | +5.2% | -15.3% | -10.0% |
| YTD | -16.3% | +41.2% | -57.4% | -17.2% |
| 1Y | -34.9% | +50.5% | -85.5% | -35.8% |
| All | -14.9% | +19.0% | -33.9% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling