+572.5%
SNPS vs BLK
+283.5%
+289.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.9% |
| 7D | +0.9% | -3.3% | +4.2% | +2.9% |
| 30D | -3.6% | -6.5% | +2.9% | +0.3% |
| 3M | -12.9% | +6.7% | -19.7% | -16.9% |
| 6M | -8.2% | +14.7% | -23.0% | -16.4% |
| YTD | -15.4% | +2.5% | -17.9% | -17.7% |
| 1Y | -9.3% | -2.8% | -6.5% | -9.0% |
| 3Y | -14.0% | +65.9% | -79.8% | -38.2% |
| 5Y | +19.5% | +33.0% | -13.5% | -3.8% |
| All | +572.5% | +283.5% | +289.0% | +223.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 10y: compounded portfolio wealth divided by compounded BLK 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…
10y analysis · Full analysis span regression · 6 months rolling