+1,358.1%
SNPS vs BR
+1,321.0%
+37.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.4% | -2.0% | -3.8% |
| 7D | -11.0% | -5.3% | -5.7% | -8.6% |
| 30D | -1.7% | +6.4% | -8.2% | -4.8% |
| 3M | -20.4% | +13.6% | -34.0% | -25.7% |
| 6M | -8.6% | -6.7% | -1.9% | -6.6% |
| YTD | -16.2% | -21.1% | +4.9% | -7.3% |
| 1Y | -34.6% | -29.6% | -5.0% | -23.3% |
| 3Y | -14.5% | -2.4% | -12.1% | -15.5% |
| 5Y | +17.0% | +11.2% | +5.7% | +8.0% |
| 10Y | +560.0% | +191.8% | +368.3% | +301.1% |
| All | +1,358.1% | +1,321.0% | +37.1% | +386.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling