+11.2%
SNPS vs CARR
-1.4%
+12.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -3.9% | -0.7% | -3.3% | -3.9% |
| 30D | -5.2% | +0.3% | -5.5% | -5.3% |
| 3M | +14.6% | -14.9% | +29.5% | +16.2% |
| 6M | -6.9% | -14.9% | +7.9% | -5.9% |
| YTD | -1.4% | +7.0% | -8.4% | -5.5% |
| 1Y | +11.2% | -1.8% | +12.9% | +7.9% |
| All | +11.2% | -1.4% | +12.6% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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