+675.0%
SNPS vs CMS
+137.8%
+537.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -0.2% | -1.1% | +0.9% | +0.1% |
| 30D | -8.0% | +6.6% | -14.6% | -9.5% |
| 3M | +12.5% | +0.8% | +11.6% | +12.1% |
| 6M | -10.5% | -3.3% | -7.1% | -10.1% |
| YTD | -1.6% | +2.7% | -4.3% | -3.1% |
| 1Y | +16.8% | -4.0% | +20.8% | +17.0% |
| 3Y | -10.9% | +37.6% | -48.5% | -21.8% |
| 5Y | +35.8% | +35.4% | +0.3% | +17.9% |
| 10Y | +675.0% | +136.0% | +539.0% | +474.0% |
| All | +675.0% | +137.8% | +537.2% | +474.0% |
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