+5,620.1%
SNPS vs BP
+1,393.7%
+4,226.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | -3.7% | -11.6% | +8.0% | -0.4% |
| 30D | -10.4% | 0.0% | -10.4% | -10.7% |
| 3M | +11.0% | +6.7% | +4.2% | +8.3% |
| 6M | -10.7% | +2.2% | -12.9% | -12.3% |
| YTD | -4.1% | +33.0% | -37.1% | -13.4% |
| 1Y | +13.7% | +30.7% | -17.0% | +3.0% |
| 3Y | -8.1% | +44.2% | -52.2% | -20.4% |
| 5Y | +32.2% | +105.1% | -72.9% | +0.3% |
| 10Y | +681.4% | +133.5% | +547.8% | +427.1% |
| All | +5,620.1% | +1,393.7% | +4,226.4% | +1,986.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling