+1,365.0%
SNPS vs BG
+1,185.2%
+179.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.8% | -1.3% |
| 7D | -5.5% | +2.4% | -7.8% | -6.0% |
| 30D | -5.8% | +15.0% | -20.8% | -8.6% |
| 3M | -17.2% | -0.7% | -16.5% | -17.5% |
| 6M | -10.4% | +7.5% | -17.9% | -12.5% |
| YTD | -16.5% | +41.6% | -58.1% | -23.2% |
| 1Y | -35.6% | +50.7% | -86.3% | -41.7% |
| 3Y | -14.6% | +20.3% | -34.9% | -20.2% |
| 5Y | +16.5% | +85.2% | -68.8% | -2.8% |
| 10Y | +556.6% | +160.6% | +395.9% | +382.7% |
| All | +1,365.0% | +1,185.2% | +179.8% | +612.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling