+1,601.0%
SNPS vs BG
+954.5%
+646.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.9% |
| 7D | +1.1% | +2.6% | -1.5% | +0.5% |
| 30D | -5.2% | -6.7% | +1.5% | -4.0% |
| 3M | +10.6% | -9.3% | +19.8% | +12.1% |
| 6M | -10.6% | -18.3% | +7.7% | -7.8% |
| YTD | -3.1% | +16.2% | -19.3% | -7.6% |
| 1Y | +15.6% | +7.6% | +8.0% | +11.9% |
| 3Y | -12.9% | +6.6% | -19.5% | -17.0% |
| 5Y | +31.2% | +22.2% | +9.0% | +19.3% |
| 10Y | +663.4% | +112.0% | +551.4% | +484.2% |
| All | +1,601.0% | +954.5% | +646.5% | +758.1% |
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