+1,841.0%
SNPS vs CME
+8,206.4%
-6,365.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.8% |
| 7D | -10.2% | +3.7% | -13.8% | -11.0% |
| 30D | -12.8% | +13.7% | -26.6% | -15.7% |
| 3M | +9.9% | +16.6% | -6.7% | +5.5% |
| 6M | -12.4% | +8.2% | -20.6% | -14.9% |
| YTD | -6.3% | +16.3% | -22.6% | -10.9% |
| 1Y | +7.6% | +19.1% | -11.5% | +1.6% |
| 3Y | -9.8% | +67.4% | -77.1% | -23.1% |
| 5Y | +29.2% | +71.0% | -41.7% | +9.1% |
| 10Y | +663.8% | +338.9% | +324.8% | +402.3% |
| All | +1,841.0% | +8,206.4% | -6,365.4% | +527.1% |
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