+3,712.0%
SNPS vs COR
+18,334.9%
-14,622.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.9% |
| 7D | +0.2% | +2.3% | -2.2% | -0.3% |
| 30D | -8.4% | +6.8% | -15.2% | -9.8% |
| 3M | +12.3% | +8.1% | +4.2% | +10.1% |
| 6M | -9.6% | +33.0% | -42.6% | -15.5% |
| YTD | -0.6% | +3.0% | -3.6% | -2.6% |
| 1Y | +18.7% | -3.4% | +22.1% | +17.8% |
| 3Y | -7.6% | +80.1% | -87.7% | -21.3% |
| 5Y | +34.1% | +194.7% | -160.6% | +1.0% |
| 10Y | +691.2% | +512.3% | +178.9% | +386.2% |
| All | +3,712.0% | +18,334.9% | -14,622.9% | +933.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling