-11.3%
SNPS vs CB
+73.2%
-84.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.3% |
| 7D | -0.6% | +0.7% | -1.3% | -0.5% |
| 30D | -9.8% | +8.2% | -18.0% | -9.1% |
| 3M | +11.7% | +6.3% | +5.4% | +12.5% |
| 6M | -10.9% | +16.2% | -27.1% | -9.8% |
| YTD | -2.1% | +19.3% | -21.4% | -1.1% |
| 1Y | +14.8% | +29.2% | -14.5% | +15.2% |
| 3Y | -11.3% | +71.4% | -82.8% | -14.6% |
| All | -11.3% | +73.2% | -84.6% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling