-34.9%
SNPS vs BWA
+48.6%
-83.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | -5.5% | +0.1% | -5.6% | -5.5% |
| 30D | -4.5% | -5.6% | +1.1% | -3.6% |
| 3M | -15.5% | -10.7% | -4.8% | -13.9% |
| 6M | -10.1% | +23.2% | -33.2% | -13.7% |
| YTD | -16.3% | +46.0% | -62.3% | -26.8% |
| 1Y | -34.9% | +51.2% | -86.1% | -43.4% |
| All | -34.9% | +48.6% | -83.6% | -43.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling