-15.6%
SNPS vs CAPR
+40.5%
-56.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.4% |
| 7D | -11.0% | -2.0% | -9.0% | -11.0% |
| 30D | -1.7% | +139.2% | -140.9% | -3.1% |
| 3M | -20.4% | -66.4% | +46.0% | -19.9% |
| 6M | -8.6% | -63.1% | +54.5% | -8.3% |
| YTD | -16.2% | -67.4% | +51.3% | -15.8% |
| 1Y | -34.6% | +58.2% | -92.8% | -37.7% |
| All | -15.6% | +40.5% | -56.1% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling