+556.6%
SNPS vs CTAS
+658.8%
-102.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -5.5% | 0.0% | -5.4% | -5.5% |
| 30D | -5.8% | -1.0% | -4.8% | -5.4% |
| 3M | -17.2% | +15.8% | -33.0% | -24.8% |
| 6M | -10.4% | -1.0% | -9.4% | -11.3% |
| YTD | -16.5% | +7.4% | -24.0% | -21.5% |
| 1Y | -35.6% | -0.1% | -35.5% | -36.7% |
| 3Y | -14.6% | +66.3% | -80.9% | -39.3% |
| 5Y | +16.5% | +111.0% | -94.5% | -27.4% |
| 10Y | +556.6% | +662.9% | -106.3% | +120.6% |
| All | +556.6% | +658.8% | -102.3% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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