+660.9%
SNPS vs CAG
-37.3%
+698.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.9% | -1.6% |
| 7D | +1.1% | -3.3% | +4.4% | +1.1% |
| 30D | -5.2% | +7.7% | -12.8% | -5.4% |
| 3M | +10.6% | -3.2% | +13.7% | +10.7% |
| 6M | -10.6% | +7.0% | -17.6% | -10.9% |
| YTD | -3.1% | -9.0% | +5.9% | -2.8% |
| 1Y | +15.6% | -9.6% | +25.2% | +16.0% |
| 3Y | -12.9% | -36.0% | +23.0% | -11.0% |
| 5Y | +31.2% | -40.9% | +72.0% | +33.8% |
| All | +660.9% | -37.3% | +698.2% | +612.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling