+28.4%
SNPS vs BIL
+19.4%
+9.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.8% |
| 7D | -10.2% | -0.3% | -9.9% | -12.0% |
| 30D | -12.8% | 0.0% | -12.8% | -12.4% |
| 3M | +9.9% | +0.3% | +9.5% | +9.5% |
| 6M | -12.4% | +1.2% | -13.6% | -11.4% |
| YTD | -6.3% | +2.4% | -8.7% | -4.8% |
| 1Y | +7.6% | +3.0% | +4.6% | +9.7% |
| 3Y | -9.8% | +13.1% | -22.9% | -29.8% |
| All | +28.4% | +19.4% | +9.0% | -39.8% |
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