+17.9%
SNPS vs BR
+7.6%
+10.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | -5.5% | -5.0% | -0.5% | -2.6% |
| 30D | -4.5% | -2.5% | -2.0% | -3.2% |
| 3M | -15.5% | +13.5% | -29.0% | -22.3% |
| 6M | -10.1% | -9.4% | -0.7% | -5.0% |
| YTD | -16.3% | -23.3% | +7.0% | -1.7% |
| 1Y | -34.9% | -31.6% | -3.3% | -16.9% |
| 3Y | -14.4% | -5.1% | -9.3% | -15.7% |
| 5Y | +17.9% | +8.2% | +9.7% | -3.0% |
| All | +17.9% | +7.6% | +10.3% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling