+556.6%
SNPS vs CME
+282.5%
+274.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -5.5% | -2.9% | -2.6% | -4.8% |
| 30D | -5.8% | +5.5% | -11.3% | -7.2% |
| 3M | -17.2% | +11.0% | -28.2% | -20.0% |
| 6M | -10.4% | -9.7% | -0.7% | -8.3% |
| YTD | -16.5% | +4.9% | -21.4% | -18.7% |
| 1Y | -35.6% | +10.1% | -45.7% | -38.4% |
| 3Y | -14.6% | +53.5% | -68.1% | -29.1% |
| 5Y | +16.5% | +77.2% | -60.7% | -8.9% |
| 10Y | +556.6% | +282.1% | +274.4% | +336.6% |
| All | +556.6% | +282.5% | +274.1% | +336.6% |
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