+684.5%
SNPS vs CG
+308.6%
+375.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.9% |
| 7D | -0.6% | +2.0% | -2.6% | -1.5% |
| 30D | -9.8% | +8.5% | -18.3% | -13.1% |
| 3M | +11.7% | -12.1% | +23.9% | +17.1% |
| 6M | -10.9% | -16.4% | +5.5% | -5.3% |
| YTD | -2.1% | -28.0% | +25.9% | +10.1% |
| 1Y | +14.8% | -18.9% | +33.7% | +22.6% |
| 3Y | -11.3% | +51.2% | -62.6% | -30.2% |
| 5Y | +36.2% | -15.9% | +52.1% | +31.6% |
| 10Y | +684.5% | +305.9% | +378.6% | +371.5% |
| All | +684.5% | +308.6% | +375.9% | +371.5% |
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