+3,190.6%
SNPS vs BWA
+3,492.4%
-301.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.8% | -8.2% | -6.2% |
| 7D | -11.0% | +5.7% | -16.7% | -12.5% |
| 30D | -1.7% | +1.4% | -3.1% | -2.3% |
| 3M | -20.4% | -12.1% | -8.3% | -17.6% |
| 6M | -8.6% | +28.6% | -37.2% | -16.0% |
| YTD | -16.2% | +51.1% | -67.2% | -27.4% |
| 1Y | -34.6% | +55.9% | -90.4% | -43.9% |
| 3Y | -14.5% | +70.1% | -84.6% | -30.1% |
| 5Y | +17.0% | +90.7% | -73.7% | -9.2% |
| 10Y | +560.0% | +154.0% | +406.1% | +337.2% |
| All | +3,190.6% | +3,492.4% | -301.8% | +732.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling