+645.9%
SNPS vs CSGP
+71.3%
+574.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -4.2% |
| 7D | -10.2% | +13.9% | -24.1% | -15.2% |
| 30D | -12.8% | +16.0% | -28.8% | -20.2% |
| 3M | +9.9% | +6.1% | +3.8% | +3.3% |
| 6M | -12.4% | -8.2% | -4.2% | -13.3% |
| YTD | -6.3% | -52.3% | +46.1% | +25.4% |
| 1Y | +7.6% | -54.5% | +62.1% | +46.8% |
| 3Y | -9.8% | -58.6% | +48.8% | +24.7% |
| 5Y | +29.2% | -61.5% | +90.7% | +79.3% |
| All | +645.9% | +71.3% | +574.6% | +407.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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