+3,115.0%
SNPS vs COR
+17,545.2%
-14,430.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -5.0% |
| 7D | -11.0% | +2.8% | -13.8% | -11.6% |
| 30D | -1.7% | +4.5% | -6.3% | -2.8% |
| 3M | -20.4% | +22.7% | -43.0% | -24.1% |
| 6M | -8.6% | -9.7% | +1.1% | -7.5% |
| YTD | -16.2% | -1.4% | -14.7% | -17.0% |
| 1Y | -34.6% | +13.9% | -48.5% | -37.5% |
| 3Y | -14.5% | +94.0% | -108.4% | -28.5% |
| 5Y | +17.0% | +184.0% | -167.0% | -11.1% |
| 10Y | +560.0% | +406.8% | +153.3% | +321.2% |
| All | +3,115.0% | +17,545.2% | -14,430.2% | +780.4% |
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