+1,602.7%
SNPS vs CAPR
-99.1%
+1,701.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.6% | -1.3% | -4.8% |
| 7D | -10.2% | +29.7% | -39.9% | -10.5% |
| 30D | -12.8% | +11.0% | -23.8% | -13.0% |
| 3M | +9.9% | +118.8% | -109.0% | +8.2% |
| 6M | -12.4% | -73.9% | +61.5% | -11.7% |
| YTD | -6.3% | -70.2% | +63.9% | -5.8% |
| 1Y | +7.6% | +38.3% | -30.6% | +2.5% |
| 3Y | -9.8% | +199.7% | -209.4% | -16.4% |
| 5Y | +29.2% | +130.6% | -101.3% | +19.2% |
| 10Y | +663.8% | -68.5% | +732.3% | +584.2% |
| All | +1,602.7% | -99.1% | +1,701.8% | +1,405.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling