-35.6%
SNPS vs BP
+38.1%
-73.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | +0.2% |
| 7D | -5.5% | +0.9% | -6.4% | -5.3% |
| 30D | -5.8% | +9.1% | -14.9% | -3.6% |
| 3M | -17.2% | +3.9% | -21.1% | -15.5% |
| 6M | -10.4% | +13.6% | -24.0% | -7.5% |
| YTD | -16.5% | +34.0% | -50.6% | -10.2% |
| 1Y | -35.6% | +39.2% | -74.8% | -26.7% |
| All | -35.6% | +38.1% | -73.7% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling