+1,903.3%
SNPS vs BUD
+201.1%
+1,702.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | -11.0% | +0.3% | -11.3% | -11.1% |
| 30D | -1.7% | -5.7% | +3.9% | -0.1% |
| 3M | -20.4% | +3.1% | -23.5% | -21.4% |
| 6M | -8.6% | +7.9% | -16.5% | -11.2% |
| YTD | -16.2% | +27.3% | -43.5% | -22.9% |
| 1Y | -34.6% | +37.8% | -72.4% | -41.4% |
| 3Y | -14.5% | +49.8% | -64.3% | -26.8% |
| 5Y | +17.0% | +43.8% | -26.8% | -0.2% |
| 10Y | +560.0% | -22.6% | +582.7% | +559.2% |
| All | +1,903.3% | +201.1% | +1,702.2% | +1,074.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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