+6,010.7%
SNPS vs CB
+7,141.5%
-1,130.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | -0.2% | -1.0% | +0.8% | +0.1% |
| 30D | -8.0% | +7.3% | -15.4% | -10.3% |
| 3M | +12.5% | +7.0% | +5.4% | +9.7% |
| 6M | -10.5% | +16.3% | -26.8% | -15.4% |
| YTD | -1.6% | +19.7% | -21.4% | -8.4% |
| 1Y | +16.8% | +27.8% | -11.0% | +6.4% |
| 3Y | -10.9% | +72.0% | -82.9% | -27.6% |
| 5Y | +35.8% | +104.9% | -69.1% | +3.1% |
| 10Y | +675.0% | +246.7% | +428.2% | +376.1% |
| All | +6,010.7% | +7,141.5% | -1,130.9% | +1,166.7% |
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