+660.9%
SNPS vs CP
+257.3%
+403.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +1.1% | +2.1% | -1.1% | +0.1% |
| 30D | -5.2% | +9.3% | -14.5% | -9.3% |
| 3M | +10.6% | +0.5% | +10.1% | +9.8% |
| 6M | -10.6% | +10.4% | -21.0% | -15.7% |
| YTD | -3.1% | +28.7% | -31.8% | -16.4% |
| 1Y | +15.6% | +33.2% | -17.6% | -2.1% |
| 3Y | -12.9% | +38.4% | -51.4% | -28.7% |
| 5Y | +31.2% | +26.2% | +5.0% | +10.7% |
| All | +660.9% | +257.3% | +403.6% | +315.7% |
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