+219.8%
ARM vs SNPS
-1.5%
+221.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.5% | +11.6% | +11.8% |
| 7D | +6.0% | -0.2% | +6.2% | +6.6% |
| 30D | -20.3% | -8.0% | -12.3% | -15.8% |
| 3M | -24.4% | +12.5% | -36.8% | -29.6% |
| 6M | -4.4% | -10.5% | +6.1% | +1.1% |
| YTD | +86.0% | -1.6% | +87.7% | +85.2% |
| 1Y | +35.8% | +16.8% | +19.0% | +22.8% |
| 3Y | +289.1% | -10.9% | +300.0% | +233.7% |
| All | +219.8% | -1.5% | +221.3% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 5y: compounded portfolio wealth divided by compounded SNPS 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…
5y analysis · Full analysis span regression · 6 months rolling