+35.8%
SNPS vs CMS
+34.1%
+1.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -0.2% | -1.1% | +0.9% | -0.2% |
| 30D | -8.0% | +6.6% | -14.6% | -8.1% |
| 3M | +12.5% | +0.8% | +11.6% | +12.5% |
| 6M | -10.5% | -3.3% | -7.1% | -10.4% |
| YTD | -1.6% | +2.7% | -4.3% | -2.1% |
| 1Y | +16.8% | -4.0% | +20.8% | +16.8% |
| 3Y | -10.9% | +37.6% | -48.5% | -16.9% |
| 5Y | +35.8% | +35.4% | +0.3% | +24.1% |
| All | +35.8% | +34.1% | +1.7% | +24.1% |
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