+5,829.8%
SNPS vs BN
+20,782.6%
-14,952.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.8% | -0.2% | +2.3% |
| 7D | +0.2% | +3.6% | -3.5% | -1.2% |
| 30D | -8.4% | +15.9% | -24.3% | -13.4% |
| 3M | +12.3% | -2.3% | +14.6% | +12.9% |
| 6M | -9.6% | -8.4% | -1.2% | -7.1% |
| YTD | -0.6% | -5.9% | +5.3% | +1.1% |
| 1Y | +18.7% | -5.6% | +24.3% | +20.5% |
| 3Y | -7.6% | +104.2% | -111.8% | -28.7% |
| 5Y | +34.1% | +35.5% | -1.4% | +18.1% |
| 10Y | +691.2% | +285.2% | +406.0% | +390.3% |
| All | +5,829.8% | +20,782.6% | -14,952.8% | +1,396.3% |
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