+19.5%
SNPS vs BLK
+29.1%
-9.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.6% |
| 7D | -4.6% | -5.2% | +0.6% | -1.2% |
| 30D | -3.3% | -7.0% | +3.7% | +1.4% |
| 3M | -13.8% | +5.7% | -19.4% | -17.6% |
| 6M | -8.2% | +11.0% | -19.2% | -15.5% |
| YTD | -15.4% | +0.9% | -16.3% | -17.2% |
| 1Y | +2.4% | -1.6% | +4.0% | +2.0% |
| 3Y | -13.5% | +64.5% | -78.0% | -41.1% |
| 5Y | +19.5% | +30.9% | -11.4% | -0.9% |
| All | +19.5% | +29.1% | -9.6% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling