+36.2%
SNPS vs CB
+103.6%
-67.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.7% |
| 7D | -0.6% | +0.7% | -1.3% | -0.7% |
| 30D | -9.8% | +8.2% | -18.0% | -10.9% |
| 3M | +11.7% | +6.3% | +5.4% | +10.6% |
| 6M | -10.9% | +16.2% | -27.1% | -13.4% |
| YTD | -2.1% | +19.3% | -21.4% | -5.8% |
| 1Y | +14.8% | +29.2% | -14.5% | +8.1% |
| 3Y | -11.3% | +71.4% | -82.8% | -25.4% |
| 5Y | +36.2% | +104.2% | -68.0% | +4.0% |
| All | +36.2% | +103.6% | -67.4% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling