+4,893.3%
SNPS vs BNY
+6,877.6%
-1,984.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -5.5% | +0.3% | -5.8% | -5.6% |
| 30D | -4.5% | +1.9% | -6.4% | -5.1% |
| 3M | -15.5% | +13.9% | -29.4% | -19.1% |
| 6M | -10.1% | +42.3% | -52.4% | -19.9% |
| YTD | -16.3% | +41.8% | -58.1% | -25.4% |
| 1Y | -34.9% | +57.9% | -92.9% | -43.9% |
| 3Y | -14.4% | +290.7% | -305.1% | -44.6% |
| 5Y | +17.9% | +252.3% | -234.4% | -21.9% |
| 10Y | +574.2% | +412.8% | +161.4% | +280.1% |
| All | +4,893.3% | +6,877.6% | -1,984.3% | +781.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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