+28.4%
SNPS vs CMS
+35.4%
-7.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.9% |
| 7D | -10.2% | +1.7% | -11.8% | -10.2% |
| 30D | -12.8% | +8.6% | -21.5% | -12.9% |
| 3M | +9.9% | -0.5% | +10.3% | +9.9% |
| 6M | -12.4% | -4.2% | -8.2% | -12.3% |
| YTD | -6.3% | +3.4% | -9.7% | -6.7% |
| 1Y | +7.6% | +0.4% | +7.2% | +7.3% |
| 3Y | -9.8% | +38.2% | -48.0% | -15.6% |
| All | +28.4% | +35.4% | -7.0% | +18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling