+684.5%
SNPS vs COR
+505.6%
+178.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.7% |
| 7D | -0.6% | +2.4% | -3.0% | -1.1% |
| 30D | -9.8% | +7.7% | -17.5% | -11.2% |
| 3M | +11.7% | +7.5% | +4.2% | +9.9% |
| 6M | -10.9% | +34.1% | -45.1% | -16.5% |
| YTD | -2.1% | +3.9% | -5.9% | -3.9% |
| 1Y | +14.8% | -3.6% | +18.4% | +14.4% |
| 3Y | -11.3% | +80.5% | -91.9% | -25.7% |
| 5Y | +36.2% | +194.9% | -158.6% | -1.7% |
| 10Y | +684.5% | +486.6% | +197.9% | +366.2% |
| All | +684.5% | +505.6% | +178.9% | +366.2% |
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