+13,824.2%
MA vs SNPS
+1,818.4%
+12,005.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | +1.2% |
| 7D | -2.7% | -11.0% | +8.3% | +2.2% |
| 30D | +1.5% | -1.7% | +3.3% | +1.3% |
| 3M | +20.4% | -20.4% | +40.8% | +30.6% |
| 6M | +11.1% | -8.6% | +19.8% | +11.8% |
| YTD | +2.0% | -16.2% | +18.1% | +5.4% |
| 1Y | -2.2% | -34.6% | +32.4% | +5.5% |
| 3Y | +41.9% | -14.5% | +56.4% | +21.2% |
| 5Y | +75.4% | +17.0% | +58.4% | +17.7% |
| 10Y | +527.5% | +560.0% | -32.5% | +37.2% |
| All | +13,824.2% | +1,818.4% | +12,005.8% | +1,461.7% |
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