+2,139.6%
SNPS vs BUD
+219.3%
+1,920.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.8% | -6.7% | -5.4% |
| 7D | -10.2% | +7.1% | -17.3% | -12.0% |
| 30D | -12.8% | +12.7% | -25.5% | -16.1% |
| 3M | +9.9% | 0.0% | +9.8% | +9.3% |
| 6M | -12.4% | +7.6% | -20.0% | -14.9% |
| YTD | -6.3% | +35.0% | -41.3% | -15.6% |
| 1Y | +7.6% | +37.6% | -29.9% | -3.8% |
| 3Y | -9.8% | +51.5% | -61.3% | -23.2% |
| 5Y | +29.2% | +50.2% | -21.0% | +8.7% |
| 10Y | +663.8% | -7.2% | +671.0% | +613.8% |
| All | +2,139.6% | +219.3% | +1,920.4% | +1,185.1% |
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