+645.9%
SNPS vs CF
+557.2%
+88.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.2% | -11.1% | -5.6% |
| 7D | -10.2% | +0.4% | -10.6% | -10.3% |
| 30D | -12.8% | +2.2% | -15.0% | -13.2% |
| 3M | +9.9% | +2.1% | +7.7% | +9.0% |
| 6M | -12.4% | -6.5% | -5.8% | -12.4% |
| YTD | -6.3% | +55.6% | -61.8% | -14.4% |
| 1Y | +7.6% | +42.3% | -34.7% | -0.4% |
| 3Y | -9.8% | +55.7% | -65.5% | -19.2% |
| 5Y | +29.2% | +122.4% | -93.2% | +4.8% |
| All | +645.9% | +557.2% | +88.7% | +408.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling