+691.2%
SNPS vs CTAS
+848.9%
-157.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | +0.2% | -0.7% | +0.9% | +0.6% |
| 30D | -8.4% | +10.3% | -18.7% | -13.6% |
| 3M | +12.3% | +10.2% | +2.1% | +5.6% |
| 6M | -9.6% | +34.4% | -44.0% | -25.1% |
| YTD | -0.6% | +19.6% | -20.1% | -12.3% |
| 1Y | +18.7% | +21.8% | -3.1% | +3.4% |
| 3Y | -7.6% | +74.1% | -81.7% | -36.1% |
| 5Y | +34.1% | +114.0% | -80.0% | -17.8% |
| 10Y | +691.2% | +813.9% | -122.7% | +159.7% |
| All | +691.2% | +848.9% | -157.7% | +159.7% |
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