+645.9%
SNPS vs CP
+259.9%
+386.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.6% |
| 7D | -10.2% | +6.1% | -16.3% | -12.7% |
| 30D | -12.8% | +9.8% | -22.6% | -16.8% |
| 3M | +9.9% | +2.7% | +7.1% | +7.9% |
| 6M | -12.4% | +12.8% | -25.2% | -18.3% |
| YTD | -6.3% | +28.2% | -34.4% | -18.9% |
| 1Y | +7.6% | +34.1% | -26.5% | -9.2% |
| 3Y | -9.8% | +28.9% | -38.6% | -23.4% |
| 5Y | +29.2% | +27.1% | +2.2% | +8.7% |
| All | +645.9% | +259.9% | +386.0% | +313.9% |
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