+660.9%
SNPS vs CB
+250.2%
+410.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | +1.1% | +2.9% | -1.9% | +0.2% |
| 30D | -5.2% | +7.3% | -12.5% | -7.2% |
| 3M | +10.6% | +9.4% | +1.2% | +7.4% |
| 6M | -10.6% | +19.6% | -30.3% | -16.0% |
| YTD | -3.1% | +21.5% | -24.6% | -9.8% |
| 1Y | +15.6% | +28.0% | -12.4% | +5.5% |
| 3Y | -12.9% | +74.9% | -87.8% | -30.2% |
| 5Y | +31.2% | +108.1% | -77.0% | -2.8% |
| All | +660.9% | +250.2% | +410.7% | +351.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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