+245.7%
SNPS vs CARR
+421.5%
-175.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.4% |
| 7D | +0.9% | -3.8% | +4.7% | +2.0% |
| 30D | -3.6% | -8.9% | +5.3% | -1.0% |
| 3M | -12.9% | -17.3% | +4.4% | -8.2% |
| 6M | -8.2% | -1.4% | -6.8% | -9.3% |
| YTD | -15.4% | +10.0% | -25.4% | -19.8% |
| 1Y | -9.3% | -6.4% | -2.9% | -9.4% |
| 3Y | -14.0% | +1.5% | -15.5% | -16.9% |
| 5Y | +19.5% | +9.3% | +10.2% | +8.1% |
| All | +245.7% | +421.5% | -175.8% | +207.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling