-27.2%
SNPS vs CORZ
+225.9%
-253.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.8% |
| 7D | -5.5% | +7.6% | -13.1% | -6.5% |
| 30D | -4.5% | -6.9% | +2.5% | -3.7% |
| 3M | -15.5% | -33.0% | +17.5% | -11.7% |
| 6M | -10.1% | +19.3% | -29.4% | -13.5% |
| YTD | -16.3% | +24.2% | -40.5% | -20.1% |
| 1Y | -34.9% | +24.5% | -59.4% | -38.7% |
| All | -27.2% | +225.9% | -253.2% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 5y: compounded portfolio wealth divided by compounded CORZ 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…
5y analysis · Full analysis span regression · 6 months rolling