+1,497.9%
META vs SNPS
+1,466.4%
+31.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.9% | +0.9% | -1.6% |
| 7D | -3.1% | -10.2% | +7.1% | +2.1% |
| 30D | -18.1% | -12.8% | -5.3% | -12.7% |
| 3M | +2.9% | +9.9% | -7.0% | -4.1% |
| 6M | +0.2% | -12.4% | +12.6% | +3.7% |
| YTD | -8.1% | -6.3% | -1.8% | -10.0% |
| 1Y | -4.5% | +7.6% | -12.2% | -13.6% |
| 3Y | +94.2% | -9.8% | +103.9% | +64.2% |
| 5Y | +79.1% | +29.2% | +49.9% | +17.7% |
| 10Y | +405.9% | +663.8% | -257.9% | +12.6% |
| All | +1,497.9% | +1,466.4% | +31.5% | +167.0% |
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