+5,107.8%
SNPS vs CB
+6,559.4%
-1,451.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.8% |
| 7D | -11.0% | +0.5% | -11.5% | -11.1% |
| 30D | -1.7% | -3.1% | +1.4% | -0.8% |
| 3M | -20.4% | +9.0% | -29.3% | -23.0% |
| 6M | -8.6% | +2.9% | -11.5% | -10.1% |
| YTD | -16.2% | +10.1% | -26.3% | -19.6% |
| 1Y | -34.6% | +22.8% | -57.4% | -39.6% |
| 3Y | -14.5% | +73.8% | -88.3% | -30.7% |
| 5Y | +17.0% | +99.2% | -82.2% | -10.2% |
| 10Y | +560.0% | +218.2% | +341.8% | +317.7% |
| All | +5,107.8% | +6,559.4% | -1,451.6% | +1,011.7% |
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