-14.0%
SNPS vs COR
+92.7%
-106.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -5.6% |
| 7D | -11.0% | +2.8% | -13.8% | -10.8% |
| 30D | -1.7% | +4.5% | -6.3% | -1.3% |
| 3M | -20.4% | +22.7% | -43.0% | -19.1% |
| 6M | -8.6% | -9.7% | +1.1% | -8.7% |
| YTD | -16.2% | -1.4% | -14.7% | -15.7% |
| 1Y | -34.6% | +13.9% | -48.5% | -34.5% |
| All | -14.0% | +92.7% | -106.7% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling