+11.2%
SNPS vs CAPR
+47.4%
-36.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.3% | -8.2% | -0.1% |
| 7D | -3.9% | +43.2% | -47.1% | -4.3% |
| 30D | -5.2% | +14.7% | -19.9% | -5.4% |
| 3M | +14.6% | +113.9% | -99.3% | +13.4% |
| 6M | -6.9% | -73.4% | +66.4% | -6.4% |
| YTD | -1.4% | -69.1% | +67.7% | -1.2% |
| 1Y | +11.2% | +47.2% | -36.0% | +7.7% |
| All | +11.2% | +47.4% | -36.2% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling