+19.5%
SNPS vs BG
+88.4%
-68.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | -4.6% | +3.7% | -8.3% | -4.9% |
| 30D | -3.3% | +12.3% | -15.7% | -4.6% |
| 3M | -13.8% | -2.2% | -11.5% | -13.6% |
| 6M | -8.2% | +5.3% | -13.5% | -9.1% |
| YTD | -15.4% | +42.4% | -57.9% | -19.9% |
| 1Y | +2.4% | +55.2% | -52.8% | -4.7% |
| 3Y | -13.5% | +21.0% | -34.5% | -17.0% |
| 5Y | +19.5% | +87.1% | -67.7% | -4.5% |
| All | +19.5% | +88.4% | -68.9% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling