+1,290.0%
SNPS vs BLK
+13,188.7%
-11,898.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | -5.5% | -2.4% | -3.1% | -4.7% |
| 30D | -5.8% | -3.1% | -2.6% | -4.7% |
| 3M | -17.2% | +10.7% | -27.9% | -20.4% |
| 6M | -10.4% | +15.9% | -26.3% | -15.3% |
| YTD | -16.5% | +4.0% | -20.6% | -18.1% |
| 1Y | -35.6% | +1.3% | -36.9% | -36.1% |
| 3Y | -14.6% | +69.6% | -84.2% | -29.4% |
| 5Y | +16.5% | +33.8% | -17.3% | +4.1% |
| 10Y | +556.6% | +276.2% | +280.4% | +322.1% |
| All | +1,290.0% | +13,188.7% | -11,898.7% | +240.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling