+19.5%
SNPS vs BWA
+86.5%
-67.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -4.6% | -0.1% | -4.5% | -4.7% |
| 30D | -3.3% | -5.5% | +2.1% | -1.7% |
| 3M | -13.8% | -7.6% | -6.1% | -12.0% |
| 6M | -8.2% | +25.0% | -33.2% | -15.8% |
| YTD | -15.4% | +47.0% | -62.4% | -28.3% |
| 1Y | +2.4% | +54.0% | -51.6% | -15.0% |
| 3Y | -13.5% | +70.7% | -84.2% | -33.1% |
| 5Y | +19.5% | +86.7% | -67.2% | -17.2% |
| All | +19.5% | +86.5% | -67.0% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling