+673.5%
SNPS vs CI
+145.6%
+527.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | +5.1% | -1.7% | +6.8% | +5.4% |
| 30D | -6.4% | +4.9% | -11.3% | -7.6% |
| 3M | +12.2% | +7.4% | +4.8% | +10.0% |
| 6M | -9.8% | +0.4% | -10.2% | -10.6% |
| YTD | -1.5% | +9.5% | -11.0% | -4.6% |
| 1Y | +16.0% | +12.0% | +4.1% | +11.7% |
| 3Y | -10.8% | +7.1% | -17.9% | -16.3% |
| 5Y | +33.3% | +49.3% | -16.0% | +10.4% |
| All | +673.5% | +145.6% | +527.9% | +447.8% |
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