+28.4%
SNPS vs CG
-21.7%
+50.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.5% | +1.6% | -2.0% |
| 7D | -10.2% | -1.5% | -8.7% | -9.6% |
| 30D | -12.8% | +2.8% | -15.6% | -14.2% |
| 3M | +9.9% | -19.2% | +29.1% | +19.9% |
| 6M | -12.4% | -21.0% | +8.6% | -4.0% |
| YTD | -6.3% | -31.0% | +24.7% | +8.5% |
| 1Y | +7.6% | -21.1% | +28.7% | +16.9% |
| 3Y | -9.8% | +48.8% | -58.5% | -31.8% |
| All | +28.4% | -21.7% | +50.1% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling