+660.9%
SNPS vs CSGP
+65.8%
+595.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.8% |
| 7D | +1.1% | +1.3% | -0.3% | +0.5% |
| 30D | -5.2% | +2.8% | -8.0% | -8.4% |
| 3M | +10.6% | -6.3% | +16.9% | +10.1% |
| 6M | -10.6% | -3.2% | -7.5% | -13.9% |
| YTD | -3.1% | -54.0% | +50.9% | +31.3% |
| 1Y | +15.6% | -54.8% | +70.4% | +57.5% |
| 3Y | -12.9% | -60.6% | +47.6% | +22.8% |
| 5Y | +31.2% | -62.6% | +93.8% | +83.9% |
| All | +660.9% | +65.8% | +595.1% | +429.3% |
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