+17.1%
SNPS vs CB
+99.7%
-82.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -5.1% |
| 7D | -11.0% | +0.5% | -11.5% | -11.1% |
| 30D | -1.7% | -3.1% | +1.4% | -1.3% |
| 3M | -20.4% | +9.0% | -29.3% | -21.9% |
| 6M | -8.6% | +2.9% | -11.5% | -9.4% |
| YTD | -16.2% | +10.1% | -26.3% | -18.4% |
| 1Y | -34.6% | +22.8% | -57.4% | -38.2% |
| 3Y | -14.5% | +73.8% | -88.3% | -29.8% |
| All | +17.1% | +99.7% | -82.6% | -12.6% |
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 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