+572.5%
SNPS vs CRS
+1,392.1%
-819.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +0.9% | -6.8% | +7.7% | +2.3% |
| 30D | -3.6% | -16.1% | +12.5% | -0.1% |
| 3M | -12.9% | -21.2% | +8.3% | -8.8% |
| 6M | -8.2% | +8.7% | -16.9% | -10.5% |
| YTD | -15.4% | +41.0% | -56.4% | -22.2% |
| 1Y | -9.3% | +82.7% | -92.0% | -21.5% |
| 3Y | -14.0% | +604.8% | -618.7% | -44.5% |
| 5Y | +19.5% | +1,384.7% | -1,365.2% | -35.3% |
| All | +572.5% | +1,392.1% | -819.6% | +231.7% |
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