+34.1%
SNPS vs BN
+35.4%
-1.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.2% | +1.3% |
| 7D | +0.2% | +3.6% | -3.5% | -2.1% |
| 30D | -8.4% | +15.9% | -24.3% | -16.6% |
| 3M | +12.3% | -2.3% | +14.6% | +13.4% |
| 6M | -9.6% | -8.4% | -1.2% | -5.4% |
| YTD | -0.6% | -5.9% | +5.3% | +1.8% |
| 1Y | +18.7% | -5.6% | +24.3% | +21.0% |
| 3Y | -7.6% | +104.2% | -111.8% | -42.1% |
| 5Y | +34.1% | +35.5% | -1.4% | +14.1% |
| All | +34.1% | +35.4% | -1.3% | +14.1% |
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