+556.6%
SNPS vs CG
+345.5%
+211.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.4% |
| 7D | -5.5% | -1.3% | -4.2% | -5.0% |
| 30D | -5.8% | -3.2% | -2.6% | -4.7% |
| 3M | -17.2% | +6.2% | -23.4% | -19.9% |
| 6M | -10.4% | -4.7% | -5.7% | -9.4% |
| YTD | -16.5% | -20.6% | +4.1% | -9.5% |
| 1Y | -35.6% | -26.4% | -9.3% | -28.6% |
| 3Y | -14.6% | +55.4% | -70.0% | -33.3% |
| 5Y | +16.5% | +9.8% | +6.6% | +1.8% |
| 10Y | +556.6% | +341.4% | +215.2% | +274.5% |
| All | +556.6% | +345.5% | +211.0% | +274.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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