+29.2%
SNPS vs CF
+125.5%
-96.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.2% | -11.1% | -5.1% |
| 7D | -10.2% | +0.4% | -10.6% | -10.2% |
| 30D | -12.8% | +2.2% | -15.0% | -12.9% |
| 3M | +9.9% | +2.1% | +7.7% | +9.6% |
| 6M | -12.4% | -6.5% | -5.8% | -12.3% |
| YTD | -6.3% | +55.6% | -61.8% | -11.7% |
| 1Y | +7.6% | +42.3% | -34.7% | +2.4% |
| 3Y | -9.8% | +55.7% | -65.5% | -16.5% |
| 5Y | +29.2% | +122.4% | -93.2% | +2.5% |
| All | +29.2% | +125.5% | -96.3% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling