+684.5%
SNPS vs CMS
+134.3%
+550.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | -9.8% | +7.4% | -17.2% | -11.4% |
| 3M | +11.7% | +1.9% | +9.9% | +11.1% |
| 6M | -10.9% | -2.3% | -8.6% | -10.8% |
| YTD | -2.1% | +3.0% | -5.0% | -3.6% |
| 1Y | +14.8% | -2.8% | +17.5% | +14.6% |
| 3Y | -11.3% | +37.9% | -49.3% | -22.2% |
| 5Y | +36.2% | +34.0% | +2.3% | +18.8% |
| 10Y | +684.5% | +138.1% | +546.4% | +478.2% |
| All | +684.5% | +134.3% | +550.2% | +478.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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