+16.5%
SNPS vs CAPR
+64.2%
-47.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.4% | -5.8% | +3.6% |
| 7D | +0.2% | +36.0% | -35.9% | -0.2% |
| 30D | -8.4% | +25.8% | -34.2% | -8.7% |
| 3M | +12.3% | +140.8% | -128.6% | +10.9% |
| 6M | -9.6% | -67.6% | +58.0% | -9.3% |
| YTD | -0.6% | -65.9% | +65.3% | -0.4% |
| All | +16.5% | +64.2% | -47.6% | +12.8% |
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 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