+241.0%
SNPS vs CARR
+436.5%
-195.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -5.5% | +3.2% | -8.7% | -6.4% |
| 30D | -5.8% | -7.7% | +1.9% | -3.5% |
| 3M | -17.2% | -11.9% | -5.3% | -14.5% |
| 6M | -10.4% | +2.0% | -12.4% | -12.3% |
| YTD | -16.5% | +13.2% | -29.7% | -21.5% |
| 1Y | -35.6% | -8.5% | -27.1% | -35.0% |
| 3Y | -14.6% | +5.0% | -19.6% | -18.3% |
| 5Y | +16.5% | +12.0% | +4.5% | +4.6% |
| All | +241.0% | +436.5% | -195.5% | +201.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling