+691.2%
SNPS vs CAPR
-64.9%
+756.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.4% | -5.8% | +3.5% |
| 7D | +0.2% | +36.0% | -35.9% | -0.5% |
| 30D | -8.4% | +25.8% | -34.2% | -8.9% |
| 3M | +12.3% | +140.8% | -128.6% | +9.8% |
| 6M | -9.6% | -67.6% | +58.0% | -9.0% |
| YTD | -0.6% | -65.9% | +65.3% | -0.2% |
| 1Y | +18.7% | +66.1% | -47.4% | +10.2% |
| 3Y | -7.6% | +256.9% | -264.4% | -18.4% |
| 5Y | +34.1% | +172.1% | -138.0% | +17.4% |
| 10Y | +691.2% | -64.7% | +755.9% | +557.0% |
| All | +691.2% | -64.9% | +756.2% | +557.0% |
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