+673.5%
SNPS vs CRS
+814.8%
-141.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.5% |
| 7D | +5.1% | +7.4% | -2.3% | +3.5% |
| 30D | -6.4% | -21.2% | +14.8% | -2.1% |
| 3M | +12.2% | -43.3% | +55.5% | +25.6% |
| 6M | -9.8% | -29.4% | +19.6% | -3.9% |
| YTD | -1.5% | -4.7% | +3.2% | -2.2% |
| 1Y | +16.0% | -9.6% | +25.6% | +16.3% |
| 3Y | -10.8% | +355.5% | -366.3% | -37.6% |
| 5Y | +33.3% | +826.6% | -793.2% | -21.4% |
| All | +673.5% | +814.8% | -141.3% | +316.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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