+5,722.3%
SNPS vs CB
+7,167.0%
-1,444.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.7% |
| 7D | -10.2% | +2.6% | -12.8% | -10.9% |
| 30D | -12.8% | +11.2% | -24.0% | -15.9% |
| 3M | +9.9% | +5.7% | +4.1% | +7.6% |
| 6M | -12.4% | +15.9% | -28.3% | -17.1% |
| YTD | -6.3% | +20.2% | -26.4% | -12.8% |
| 1Y | +7.6% | +32.4% | -24.8% | -3.1% |
| 3Y | -9.8% | +75.5% | -85.3% | -27.1% |
| 5Y | +29.2% | +105.5% | -76.3% | -1.9% |
| 10Y | +663.8% | +258.5% | +405.2% | +364.3% |
| All | +5,722.3% | +7,167.0% | -1,444.7% | +1,106.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling