+5,491.2%
SNPS vs CASY
+23,259.6%
-17,768.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -5.4% |
| 7D | -10.2% | +1.8% | -12.0% | -10.6% |
| 30D | -12.8% | +11.2% | -24.0% | -15.3% |
| 3M | +9.9% | -19.1% | +28.9% | +14.6% |
| 6M | -12.4% | -19.9% | +7.5% | -9.4% |
| YTD | -6.3% | +25.2% | -31.4% | -13.8% |
| 1Y | +7.6% | +31.6% | -24.0% | -2.5% |
| 3Y | -9.8% | +155.4% | -165.2% | -31.8% |
| 5Y | +29.2% | +251.5% | -222.3% | -10.6% |
| 10Y | +663.8% | +558.6% | +105.1% | +340.2% |
| All | +5,491.2% | +23,259.6% | -17,768.3% | +1,147.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling