+684.5%
SNPS vs CF
+494.2%
+190.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.8% |
| 7D | -0.6% | +4.8% | -5.4% | -1.2% |
| 30D | -9.8% | +9.7% | -19.5% | -11.0% |
| 3M | +11.7% | +1.2% | +10.5% | +11.1% |
| 6M | -10.9% | +7.4% | -18.3% | -12.5% |
| YTD | -2.1% | +60.5% | -62.6% | -11.0% |
| 1Y | +14.8% | +50.7% | -36.0% | +5.3% |
| 3Y | -11.3% | +64.8% | -76.1% | -21.3% |
| 5Y | +36.2% | +115.8% | -79.6% | +11.1% |
| 10Y | +684.5% | +481.0% | +203.5% | +424.8% |
| All | +684.5% | +494.2% | +190.3% | +424.8% |
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