+1,585.3%
SNPS vs BR
+1,481.8%
+103.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.9% |
| 7D | +1.1% | +1.1% | 0.0% | +0.5% |
| 30D | -5.2% | +14.4% | -19.5% | -11.6% |
| 3M | +10.6% | +12.4% | -1.9% | +3.5% |
| 6M | -10.6% | +35.4% | -46.1% | -24.4% |
| YTD | -3.1% | -12.2% | +9.1% | +0.9% |
| 1Y | +15.6% | -12.7% | +28.3% | +20.6% |
| 3Y | -12.9% | +14.3% | -27.2% | -20.9% |
| 5Y | +31.2% | +19.3% | +11.9% | +16.1% |
| 10Y | +663.4% | +278.1% | +385.2% | +312.1% |
| All | +1,585.3% | +1,481.8% | +103.5% | +429.0% |
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 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