+556.6%
SNPS vs BP
+126.3%
+430.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.9% |
| 7D | -5.5% | +0.9% | -6.4% | -5.7% |
| 30D | -5.8% | +9.1% | -14.9% | -7.4% |
| 3M | -17.2% | +3.9% | -21.1% | -18.1% |
| 6M | -10.4% | +13.6% | -24.0% | -13.4% |
| YTD | -16.5% | +34.0% | -50.6% | -22.3% |
| 1Y | -35.6% | +39.2% | -74.8% | -40.8% |
| 3Y | -14.6% | +36.4% | -51.0% | -22.0% |
| 5Y | +16.5% | +135.8% | -119.3% | -7.7% |
| 10Y | +556.6% | +125.0% | +431.5% | +426.4% |
| All | +556.6% | +126.3% | +430.3% | +426.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling