+33.2%
SNPS vs CASY
+265.4%
-232.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.8% | 0.0% |
| 7D | -0.2% | +5.8% | -6.0% | -1.3% |
| 30D | -8.0% | +10.7% | -18.7% | -10.1% |
| 3M | +12.5% | -13.9% | +26.3% | +15.2% |
| 6M | -10.5% | -18.4% | +8.0% | -7.6% |
| YTD | -1.6% | +29.6% | -31.3% | -13.1% |
| 1Y | +16.8% | +32.8% | -16.0% | +1.9% |
| 3Y | -10.9% | +162.3% | -173.2% | -41.1% |
| All | +33.2% | +265.4% | -232.2% | -27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling