-15.6%
SNPS vs BP
+33.2%
-48.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.4% |
| 7D | -11.0% | +3.9% | -15.0% | -11.2% |
| 30D | -1.7% | +7.6% | -9.4% | -2.3% |
| 3M | -20.4% | +0.7% | -21.1% | -20.2% |
| 6M | -8.6% | +15.5% | -24.1% | -10.8% |
| YTD | -16.2% | +30.8% | -47.0% | -20.0% |
| 1Y | -34.6% | +34.3% | -68.9% | -38.1% |
| All | -15.6% | +33.2% | -48.9% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling