+18.3%
SNPS vs CMI
+165.7%
-147.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | -5.5% | +0.7% | -6.2% | -5.8% |
| 30D | -4.5% | -12.3% | +7.8% | +0.9% |
| 3M | -15.5% | -16.8% | +1.3% | -9.5% |
| 6M | -10.1% | +1.5% | -11.6% | -12.8% |
| YTD | -16.3% | +9.8% | -26.1% | -22.4% |
| 1Y | -34.9% | +42.6% | -77.5% | -47.1% |
| 3Y | -14.4% | +151.0% | -165.3% | -47.3% |
| All | +18.3% | +165.7% | -147.4% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 5y: compounded portfolio wealth divided by compounded CMI 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…
5y analysis · Full analysis span regression · 6 months rolling