-10.1%
SNPS vs CG
+48.3%
-58.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.5% | +1.6% | -2.3% |
| 7D | -10.2% | -1.5% | -8.7% | -9.7% |
| 30D | -12.8% | +2.8% | -15.6% | -14.0% |
| 3M | +9.9% | -19.2% | +29.1% | +19.0% |
| 6M | -12.4% | -21.0% | +8.6% | -4.6% |
| YTD | -6.3% | -31.0% | +24.7% | +7.3% |
| 1Y | +7.6% | -21.1% | +28.7% | +16.4% |
| All | -10.1% | +48.3% | -58.4% | -21.0% |
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