+1,423.0%
SNPS vs CAPR
-99.1%
+1,522.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.2% |
| 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% | -37.8% |
| 3Y | -14.5% | +42.2% | -56.7% | -20.0% |
| 5Y | +17.0% | +87.3% | -70.3% | +8.3% |
| 10Y | +560.0% | -75.3% | +635.3% | +492.1% |
| All | +1,423.0% | -99.1% | +1,522.0% | +1,246.3% |
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