+557.2%
SNPS vs CI
+146.1%
+411.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.1% |
| 7D | -11.0% | +1.3% | -12.3% | -11.3% |
| 30D | -1.7% | +4.4% | -6.2% | -2.7% |
| 3M | -20.4% | +0.7% | -21.0% | -20.7% |
| 6M | -8.6% | +0.3% | -9.0% | -9.3% |
| YTD | -16.2% | +3.8% | -20.0% | -17.5% |
| 1Y | -34.6% | -5.5% | -29.1% | -34.7% |
| 3Y | -14.5% | +8.1% | -22.6% | -20.1% |
| 5Y | +17.0% | +42.8% | -25.8% | -1.8% |
| All | +557.2% | +146.1% | +411.1% | +380.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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