+1,207.6%
SNPS vs CG
+351.2%
+856.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -4.8% |
| 7D | -11.0% | -4.3% | -6.7% | -9.5% |
| 30D | -1.7% | -5.1% | +3.3% | 0.0% |
| 3M | -20.4% | +8.7% | -29.0% | -23.2% |
| 6M | -8.6% | -9.2% | +0.6% | -6.1% |
| YTD | -16.2% | -18.9% | +2.7% | -10.6% |
| 1Y | -34.6% | -25.6% | -8.9% | -28.5% |
| 3Y | -14.5% | +57.3% | -71.7% | -30.7% |
| 5Y | +17.0% | +10.2% | +6.8% | +4.5% |
| 10Y | +560.0% | +364.2% | +195.8% | +291.6% |
| All | +1,207.6% | +351.2% | +856.4% | +642.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling