+296.4%
ARM vs SNPS
-16.1%
+312.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.4% | +9.3% | +7.0% |
| 7D | +5.5% | -11.0% | +16.5% | +12.3% |
| 30D | -8.2% | -1.7% | -6.4% | -8.0% |
| 3M | -35.9% | -20.4% | -15.6% | -27.4% |
| 6M | +103.1% | -8.6% | +111.7% | +112.6% |
| YTD | +130.6% | -16.2% | +146.8% | +150.8% |
| 1Y | +86.1% | -34.6% | +120.6% | +111.6% |
| All | +296.4% | -16.1% | +312.5% | +229.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling