+663.1%
SNPS vs CMS
+125.4%
+537.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +2.8% |
| 7D | -3.7% | -1.3% | -2.4% | -3.4% |
| 30D | -10.4% | +6.3% | -16.7% | -11.8% |
| 3M | +11.0% | -2.1% | +13.0% | +11.3% |
| 6M | -10.7% | -5.1% | -5.6% | -9.9% |
| YTD | -4.1% | +1.3% | -5.4% | -5.3% |
| 1Y | +13.7% | -1.4% | +15.1% | +13.0% |
| 3Y | -8.1% | +36.9% | -45.0% | -19.3% |
| 5Y | +32.2% | +32.5% | -0.3% | +15.4% |
| All | +663.1% | +125.4% | +537.7% | +479.6% |
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