+13.7%
SNPS vs CB
+29.6%
-15.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +1.5% |
| 7D | -3.7% | +0.2% | -3.9% | -3.5% |
| 30D | -10.4% | +9.1% | -19.4% | -6.6% |
| 3M | +11.0% | +3.4% | +7.5% | +12.8% |
| 6M | -10.7% | +14.1% | -24.8% | -3.7% |
| YTD | -4.1% | +18.0% | -22.1% | +5.2% |
| 1Y | +13.7% | +30.1% | -16.4% | +41.3% |
| All | +13.7% | +29.6% | -15.9% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling