+4,901.1%
SNPS vs BN
+19,454.0%
-14,552.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | -11.0% | -2.5% | -8.6% | -10.2% |
| 30D | -1.7% | -9.5% | +7.8% | +1.9% |
| 3M | -20.4% | -10.4% | -10.0% | -17.2% |
| 6M | -8.6% | -6.4% | -2.3% | -6.6% |
| YTD | -16.2% | -11.9% | -4.3% | -12.4% |
| 1Y | -34.6% | -8.6% | -26.0% | -32.6% |
| 3Y | -14.5% | +77.6% | -92.0% | -30.7% |
| 5Y | +17.0% | +37.0% | -20.0% | +3.1% |
| 10Y | +560.0% | +266.4% | +293.6% | +318.0% |
| All | +4,901.1% | +19,454.0% | -14,552.9% | +1,195.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling