+81.6%
GM vs SNPS
+18.4%
+63.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.6% |
| 7D | -1.1% | -4.6% | +3.5% | 0.0% |
| 30D | -3.4% | -3.3% | -0.1% | -3.0% |
| 3M | +8.7% | -13.8% | +22.4% | +12.1% |
| 6M | +15.4% | -8.2% | +23.6% | +16.3% |
| YTD | +6.6% | -15.4% | +22.0% | +9.1% |
| 1Y | +51.5% | +2.4% | +49.1% | +45.4% |
| 3Y | +169.3% | -13.5% | +182.8% | +138.7% |
| 5Y | +81.6% | +19.5% | +62.1% | +32.7% |
| All | +81.6% | +18.4% | +63.2% | +32.7% |
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 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