+3,761.1%
SNPS vs BWA
+2,626.5%
+1,134.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | 0.0% |
| 7D | -0.2% | +1.7% | -1.9% | -0.7% |
| 30D | -8.0% | -14.6% | +6.6% | -3.6% |
| 3M | +12.5% | -26.2% | +38.7% | +22.7% |
| 6M | -10.5% | -18.4% | +7.9% | -5.7% |
| YTD | -1.6% | +14.7% | -16.3% | -7.7% |
| 1Y | +16.8% | +13.3% | +3.5% | +9.8% |
| 3Y | -10.9% | +64.7% | -75.6% | -26.3% |
| 5Y | +35.8% | +32.2% | +3.6% | +17.6% |
| 10Y | +675.0% | +96.8% | +578.2% | +454.0% |
| All | +3,761.1% | +2,626.5% | +1,134.6% | +958.3% |
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