+691.2%
SNPS vs CI
+158.0%
+533.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.5% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -8.4% | +4.7% | -13.1% | -9.5% |
| 3M | +12.3% | +5.2% | +7.0% | +10.6% |
| 6M | -9.6% | +3.8% | -13.4% | -11.0% |
| YTD | -0.6% | +9.2% | -9.8% | -3.6% |
| 1Y | +18.7% | +14.3% | +4.4% | +13.7% |
| 3Y | -7.6% | +8.4% | -16.0% | -13.6% |
| 5Y | +34.1% | +50.0% | -16.0% | +10.8% |
| 10Y | +691.2% | +142.2% | +549.0% | +463.2% |
| All | +691.2% | +158.0% | +533.2% | +463.2% |
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