+691.2%
SNPS vs CME
+320.1%
+371.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | -8.4% | +8.5% | -17.0% | -10.6% |
| 3M | +12.3% | +16.0% | -3.8% | +7.4% |
| 6M | -9.6% | +9.3% | -18.9% | -12.5% |
| YTD | -0.6% | +15.3% | -15.9% | -5.9% |
| 1Y | +18.7% | +14.4% | +4.3% | +12.4% |
| 3Y | -7.6% | +59.9% | -67.5% | -23.8% |
| 5Y | +34.1% | +69.4% | -35.4% | +7.2% |
| 10Y | +691.2% | +299.5% | +391.7% | +431.8% |
| All | +691.2% | +320.1% | +371.1% | +431.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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