+556.6%
SNPS vs COR
+397.4%
+159.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | -5.5% | -1.9% | -3.6% | -5.1% |
| 30D | -5.8% | +1.5% | -7.3% | -6.2% |
| 3M | -17.2% | +18.7% | -35.9% | -20.2% |
| 6M | -10.4% | -9.0% | -1.3% | -9.3% |
| YTD | -16.5% | -3.3% | -13.2% | -16.9% |
| 1Y | -35.6% | +9.8% | -45.5% | -38.0% |
| 3Y | -14.6% | +87.4% | -102.0% | -28.7% |
| 5Y | +16.5% | +180.5% | -164.0% | -13.4% |
| 10Y | +556.6% | +398.1% | +158.4% | +340.3% |
| All | +556.6% | +397.4% | +159.2% | +340.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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