+13.7%
SNPS vs CF
+46.5%
-32.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.5% |
| 7D | -3.7% | -3.2% | -0.5% | -4.1% |
| 30D | -10.4% | +4.3% | -14.7% | -9.3% |
| 3M | +11.0% | +2.8% | +8.2% | +12.3% |
| 6M | -10.7% | +0.6% | -11.3% | -9.7% |
| YTD | -4.1% | +56.6% | -60.7% | +1.2% |
| 1Y | +13.7% | +49.6% | -35.9% | +20.0% |
| All | +13.7% | +46.5% | -32.8% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling