+238.7%
GM vs SNPS
+1,476.3%
-1,237.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.1% |
| 7D | +0.4% | -5.5% | +5.9% | +2.4% |
| 30D | -1.8% | -5.8% | +3.9% | -0.4% |
| 3M | +2.6% | -17.2% | +19.8% | +8.8% |
| 6M | +14.6% | -10.4% | +24.9% | +16.7% |
| YTD | +6.2% | -16.5% | +22.7% | +10.1% |
| 1Y | +48.7% | -35.6% | +84.3% | +61.5% |
| 3Y | +168.3% | -14.6% | +182.9% | +138.2% |
| 5Y | +82.8% | +16.5% | +66.3% | +33.3% |
| 10Y | +226.2% | +556.6% | -330.4% | -19.6% |
| All | +238.7% | +1,476.3% | -1,237.6% | -57.6% |
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 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