-14.0%
SNPS vs CG
+60.2%
-74.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.7% |
| 7D | -11.0% | -4.3% | -6.7% | -9.4% |
| 30D | -1.7% | -5.1% | +3.3% | +0.1% |
| 3M | -20.4% | +8.7% | -29.0% | -23.5% |
| 6M | -8.6% | -9.2% | +0.6% | -5.8% |
| YTD | -16.2% | -18.9% | +2.7% | -9.9% |
| 1Y | -34.6% | -25.6% | -8.9% | -27.7% |
| All | -14.0% | +60.2% | -74.2% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling