-11.5%
SNPS vs CASY
+159.8%
-171.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.2% |
| 7D | +5.1% | +2.5% | +2.6% | +4.8% |
| 30D | -6.4% | +10.2% | -16.7% | -7.6% |
| 3M | +12.2% | -15.7% | +27.9% | +14.2% |
| 6M | -9.8% | -18.4% | +8.5% | -7.8% |
| YTD | -1.5% | +28.3% | -29.8% | -11.6% |
| 1Y | +16.0% | +32.6% | -16.5% | +2.6% |
| All | -11.5% | +159.8% | -171.3% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling