+31.7%
SNPS vs BIL
+20.3%
+11.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | +1.1% | +0.1% | +1.0% | +1.2% |
| 30D | -5.2% | +0.3% | -5.5% | -4.6% |
| 3M | +10.6% | +1.0% | +9.6% | +12.7% |
| 6M | -10.6% | +1.9% | -12.5% | -7.6% |
| YTD | -3.1% | +3.2% | -6.3% | +0.7% |
| 1Y | +15.6% | +3.7% | +11.8% | +20.3% |
| 3Y | -12.9% | +13.8% | -26.8% | -31.3% |
| All | +31.7% | +20.3% | +11.4% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling