+663.1%
SNPS vs CAPR
-68.5%
+731.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.3% | +2.2% |
| 7D | -3.7% | +41.1% | -44.7% | -4.4% |
| 30D | -10.4% | +11.1% | -21.5% | -10.7% |
| 3M | +11.0% | +115.3% | -104.4% | +8.7% |
| 6M | -10.7% | -73.8% | +63.1% | -9.7% |
| YTD | -4.1% | -68.8% | +64.7% | -3.6% |
| 1Y | +13.7% | +43.3% | -29.6% | +6.0% |
| 3Y | -8.1% | +214.7% | -222.7% | -18.6% |
| 5Y | +32.2% | +141.3% | -109.1% | +16.0% |
| All | +663.1% | -68.5% | +731.6% | +534.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling