+4,901.1%
SNPS vs BP
+1,369.6%
+3,531.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.5% |
| 7D | -11.0% | +3.9% | -15.0% | -12.1% |
| 30D | -1.7% | +7.6% | -9.4% | -3.9% |
| 3M | -20.4% | +0.7% | -21.1% | -21.1% |
| 6M | -8.6% | +15.5% | -24.1% | -13.4% |
| YTD | -16.2% | +30.8% | -47.0% | -23.6% |
| 1Y | -34.6% | +34.3% | -68.9% | -41.2% |
| 3Y | -14.5% | +35.1% | -49.5% | -24.4% |
| 5Y | +17.0% | +126.8% | -109.8% | -13.8% |
| 10Y | +560.0% | +123.4% | +436.7% | +353.1% |
| All | +4,901.1% | +1,369.6% | +3,531.6% | +1,740.4% |
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 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