+16.5%
SNPS vs ACM
-46.1%
+62.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.2% | -1.5% | +2.7% |
| 7D | +0.2% | +6.9% | -6.7% | -1.0% |
| 30D | -8.4% | +19.1% | -27.5% | -11.3% |
| 3M | +12.3% | -6.9% | +19.2% | +14.2% |
| 6M | -9.6% | -12.0% | +2.4% | -6.9% |
| YTD | -0.6% | -25.1% | +24.5% | +6.7% |
| All | +16.5% | -46.1% | +62.6% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling