+565.5%
SNPS vs BWA
+151.4%
+414.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | -5.5% | +0.1% | -5.6% | -5.6% |
| 30D | -4.5% | -5.6% | +1.1% | -3.0% |
| 3M | -15.5% | -10.7% | -4.8% | -13.0% |
| 6M | -10.1% | +23.2% | -33.2% | -16.4% |
| YTD | -16.3% | +46.0% | -62.3% | -27.3% |
| 1Y | -34.9% | +51.2% | -86.1% | -44.1% |
| 3Y | -14.4% | +69.6% | -83.9% | -31.0% |
| 5Y | +17.9% | +86.6% | -68.7% | -9.9% |
| All | +565.5% | +151.4% | +414.0% | +336.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling