+572.5%
SNPS vs BR
+189.7%
+382.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.9% | -3.0% | +3.9% | +2.7% |
| 30D | -3.6% | -0.3% | -3.3% | -3.6% |
| 3M | -12.9% | +17.3% | -30.2% | -21.9% |
| 6M | -8.2% | -6.7% | -1.5% | -5.4% |
| YTD | -15.4% | -23.4% | +8.0% | -1.6% |
| 1Y | -9.3% | -32.7% | +23.4% | +14.7% |
| 3Y | -14.0% | -5.9% | -8.0% | -14.2% |
| 5Y | +19.5% | +8.4% | +11.1% | +6.4% |
| All | +572.5% | +189.7% | +382.8% | +242.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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