+675.0%
SNPS vs BWA
+92.6%
+582.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | 0.0% |
| 7D | -0.2% | +1.7% | -1.9% | -0.7% |
| 30D | -8.0% | -14.6% | +6.6% | -3.6% |
| 3M | +12.5% | -26.2% | +38.7% | +22.9% |
| 6M | -10.5% | -18.4% | +7.9% | -5.6% |
| YTD | -1.6% | +14.7% | -16.3% | -8.2% |
| 1Y | +16.8% | +13.3% | +3.5% | +9.2% |
| 3Y | -10.9% | +64.7% | -75.6% | -27.5% |
| 5Y | +35.8% | +32.2% | +3.6% | +14.8% |
| 10Y | +675.0% | +96.8% | +578.2% | +464.5% |
| All | +675.0% | +92.6% | +582.4% | +464.5% |
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