+557.2%
SNPS vs CASY
+568.7%
-11.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.3% |
| 7D | -11.0% | +0.1% | -11.1% | -11.1% |
| 30D | -1.7% | -11.3% | +9.6% | +1.1% |
| 3M | -20.4% | -0.6% | -19.7% | -21.8% |
| 6M | -8.6% | +10.7% | -19.3% | -13.6% |
| YTD | -16.2% | +37.1% | -53.3% | -26.2% |
| 1Y | -34.6% | +52.3% | -86.9% | -44.6% |
| 3Y | -14.5% | +215.2% | -229.7% | -44.4% |
| 5Y | +17.0% | +276.5% | -259.5% | -29.3% |
| All | +557.2% | +568.7% | -11.6% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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