+14.8%
SNPS vs CB
+30.5%
-15.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -0.7% |
| 7D | -0.6% | +0.7% | -1.3% | -0.2% |
| 30D | -9.8% | +8.2% | -18.0% | -6.2% |
| 3M | +11.7% | +6.3% | +5.4% | +15.1% |
| 6M | -10.9% | +16.2% | -27.1% | -3.0% |
| YTD | -2.1% | +19.3% | -21.4% | +8.1% |
| 1Y | +14.8% | +29.2% | -14.5% | +39.3% |
| All | +14.8% | +30.5% | -15.7% | +39.3% |
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