+691.2%
SNPS vs CP
+261.0%
+430.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.6% | +2.7% |
| 7D | +0.2% | +2.8% | -2.6% | -1.1% |
| 30D | -8.4% | +11.3% | -19.8% | -13.2% |
| 3M | +12.3% | +2.9% | +9.4% | +10.2% |
| 6M | -9.6% | +9.8% | -19.3% | -14.5% |
| YTD | -0.6% | +28.5% | -29.1% | -14.1% |
| 1Y | +18.7% | +33.5% | -14.8% | +0.4% |
| 3Y | -7.6% | +31.9% | -39.5% | -22.4% |
| 5Y | +34.1% | +25.5% | +8.6% | +13.5% |
| 10Y | +691.2% | +257.6% | +433.6% | +334.9% |
| All | +691.2% | +261.0% | +430.2% | +334.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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