+556.6%
SNPS vs ACM
+128.0%
+428.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.1% |
| 7D | -5.5% | -0.3% | -5.2% | -5.4% |
| 30D | -5.8% | -12.9% | +7.2% | -1.0% |
| 3M | -17.2% | -6.4% | -10.8% | -15.9% |
| 6M | -10.4% | -29.2% | +18.8% | +1.9% |
| YTD | -16.5% | -29.9% | +13.4% | -5.3% |
| 1Y | -35.6% | -47.3% | +11.6% | -18.0% |
| 3Y | -14.6% | -19.6% | +5.0% | -8.9% |
| 5Y | +16.5% | +5.5% | +11.0% | +12.2% |
| 10Y | +556.6% | +129.7% | +426.9% | +381.5% |
| All | +556.6% | +128.0% | +428.6% | +381.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling