+1,885.7%
SNPS vs CME
+8,169.9%
-6,284.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | -3.7% | +0.9% | -4.6% | -3.9% |
| 30D | -10.4% | +13.2% | -23.6% | -13.2% |
| 3M | +11.0% | +16.3% | -5.3% | +6.6% |
| 6M | -10.7% | +7.1% | -17.8% | -13.0% |
| YTD | -4.1% | +15.8% | -19.9% | -8.7% |
| 1Y | +13.7% | +17.1% | -3.4% | +7.8% |
| 3Y | -8.1% | +63.2% | -71.2% | -21.1% |
| 5Y | +32.2% | +70.2% | -38.0% | +11.8% |
| 10Y | +681.4% | +337.0% | +344.4% | +414.4% |
| All | +1,885.7% | +8,169.9% | -6,284.2% | +542.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling