+684.5%
SNPS vs CAPR
-68.2%
+752.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.9% | +8.4% | -1.3% |
| 7D | -0.6% | +7.6% | -8.3% | -0.8% |
| 30D | -9.8% | +13.3% | -23.1% | -10.1% |
| 3M | +11.7% | +130.4% | -118.7% | +9.3% |
| 6M | -10.9% | -70.8% | +59.9% | -10.2% |
| YTD | -2.1% | -69.3% | +67.2% | -1.5% |
| 1Y | +14.8% | +59.5% | -44.8% | +6.6% |
| 3Y | -11.3% | +216.8% | -228.1% | -21.6% |
| 5Y | +36.2% | +152.7% | -116.5% | +19.4% |
| 10Y | +684.5% | -68.2% | +752.7% | +552.8% |
| All | +684.5% | -68.2% | +752.7% | +552.8% |
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