+16.5%
SNPS vs BN
+35.3%
-18.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +1.1% |
| 7D | -5.5% | -1.2% | -4.3% | -4.8% |
| 30D | -5.8% | -10.9% | +5.2% | +1.0% |
| 3M | -17.2% | -11.1% | -6.1% | -11.3% |
| 6M | -10.4% | -4.4% | -6.0% | -8.6% |
| YTD | -16.5% | -14.1% | -2.4% | -9.3% |
| 1Y | -35.6% | -11.1% | -24.6% | -31.8% |
| 3Y | -14.6% | +75.6% | -90.2% | -41.3% |
| 5Y | +16.5% | +35.8% | -19.3% | -3.8% |
| All | +16.5% | +35.3% | -18.8% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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