+19.8%
SNPS vs CARR
+8.3%
+11.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.6% |
| 7D | +0.9% | -3.8% | +4.7% | +2.6% |
| 30D | -3.6% | -8.9% | +5.3% | +0.4% |
| 3M | -12.9% | -17.3% | +4.4% | -5.7% |
| 6M | -8.2% | -1.4% | -6.8% | -10.6% |
| YTD | -15.4% | +10.0% | -25.4% | -23.2% |
| 1Y | -9.3% | -6.4% | -2.9% | -10.2% |
| 3Y | -14.0% | +1.5% | -15.5% | -21.9% |
| All | +19.8% | +8.3% | +11.5% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling