+558.6%
SNPS vs CSGP
+45.2%
+513.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -4.3% |
| 7D | -11.0% | -4.1% | -7.0% | -9.3% |
| 30D | -1.7% | +2.3% | -4.1% | -3.6% |
| 3M | -20.4% | -8.2% | -12.2% | -18.9% |
| 6M | -8.6% | -35.1% | +26.4% | +9.1% |
| YTD | -16.2% | -54.0% | +37.9% | +16.7% |
| 1Y | -34.6% | -65.3% | +30.7% | +4.7% |
| 3Y | -14.5% | -62.6% | +48.1% | +27.0% |
| 5Y | +17.0% | -64.8% | +81.8% | +73.1% |
| All | +558.6% | +45.2% | +513.4% | +408.4% |
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