+2,451.0%
SNPS vs CF
+5,277.9%
-2,826.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.2% | -11.1% | -5.8% |
| 7D | -10.2% | +0.4% | -10.6% | -10.4% |
| 30D | -12.8% | +2.2% | -15.0% | -13.3% |
| 3M | +9.9% | +2.1% | +7.7% | +8.9% |
| 6M | -12.4% | -6.5% | -5.8% | -12.4% |
| YTD | -6.3% | +55.6% | -61.8% | -14.7% |
| 1Y | +7.6% | +42.3% | -34.7% | -0.7% |
| 3Y | -9.8% | +55.7% | -65.5% | -19.3% |
| 5Y | +29.2% | +122.4% | -93.2% | +5.8% |
| 10Y | +663.8% | +568.5% | +95.2% | +390.2% |
| All | +2,451.0% | +5,277.9% | -2,826.9% | +886.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling