-14.0%
SNPS vs BWA
+75.7%
-89.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.8% | -8.2% | -6.1% |
| 7D | -11.0% | +5.7% | -16.7% | -12.3% |
| 30D | -1.7% | +1.4% | -3.1% | -2.2% |
| 3M | -20.4% | -12.1% | -8.3% | -17.9% |
| 6M | -8.6% | +28.6% | -37.2% | -15.2% |
| YTD | -16.2% | +51.1% | -67.2% | -27.2% |
| 1Y | -34.6% | +55.9% | -90.4% | -43.9% |
| All | -14.0% | +75.7% | -89.7% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling