+673.5%
SNPS vs CSGP
+61.2%
+612.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +5.1% | -6.1% | +11.2% | +7.7% |
| 30D | -6.4% | +0.3% | -6.8% | -8.7% |
| 3M | +12.2% | -1.3% | +13.5% | +8.7% |
| 6M | -9.8% | -8.9% | -0.9% | -10.7% |
| YTD | -1.5% | -55.2% | +53.7% | +35.1% |
| 1Y | +16.0% | -56.4% | +72.4% | +60.6% |
| 3Y | -10.8% | -62.2% | +51.4% | +28.3% |
| 5Y | +33.3% | -63.7% | +97.0% | +89.2% |
| All | +673.5% | +61.2% | +612.3% | +444.4% |
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