+11.2%
SNPS vs BIL
+3.3%
+7.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -10.2% | -0.3% | -9.9% | -10.5% |
| 30D | -12.8% | 0.0% | -12.8% | -10.1% |
| 3M | +9.9% | +0.6% | +9.3% | +28.1% |
| 6M | -12.4% | +1.5% | -13.9% | +17.9% |
| YTD | -6.3% | +2.7% | -9.0% | +33.5% |
| All | +11.2% | +3.3% | +7.8% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 1y: compounded portfolio wealth divided by compounded BIL 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…
1y analysis · Full analysis span regression · 6 months rolling