+3,663.6%
SNPS vs BWA
+2,496.1%
+1,167.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +1.5% |
| 7D | -3.7% | -5.5% | +1.8% | -2.0% |
| 30D | -10.4% | -21.7% | +11.3% | -3.6% |
| 3M | +11.0% | -25.6% | +36.6% | +20.8% |
| 6M | -10.7% | -17.4% | +6.7% | -6.3% |
| YTD | -4.1% | +9.2% | -13.3% | -8.7% |
| 1Y | +13.7% | +9.7% | +4.0% | +7.9% |
| 3Y | -8.1% | +54.6% | -62.7% | -22.5% |
| 5Y | +32.2% | +26.8% | +5.4% | +16.0% |
| 10Y | +681.4% | +89.0% | +592.4% | +464.9% |
| All | +3,663.6% | +2,496.1% | +1,167.5% | +946.7% |
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