+660.9%
SNPS vs CG
+278.5%
+382.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -2.0% |
| 7D | +1.1% | +0.2% | +0.9% | +0.9% |
| 30D | -5.2% | +11.2% | -16.3% | -9.6% |
| 3M | +10.6% | -22.1% | +32.6% | +21.8% |
| 6M | -10.6% | -17.9% | +7.3% | -4.3% |
| YTD | -3.1% | -31.3% | +28.2% | +11.0% |
| 1Y | +15.6% | -24.0% | +39.5% | +26.8% |
| 3Y | -12.9% | +45.0% | -57.9% | -30.3% |
| 5Y | +31.2% | -22.6% | +53.8% | +30.9% |
| All | +660.9% | +278.5% | +382.5% | +368.2% |
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