-15.6%
SNPS vs ACM
-21.7%
+6.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.2% |
| 7D | -11.0% | -3.7% | -7.3% | -9.5% |
| 30D | -1.7% | -11.1% | +9.4% | +3.0% |
| 3M | -20.4% | -8.0% | -12.4% | -18.1% |
| 6M | -8.6% | -29.7% | +21.0% | +7.3% |
| YTD | -16.2% | -29.4% | +13.2% | -2.7% |
| 1Y | -34.6% | -46.4% | +11.9% | -11.2% |
| All | -15.6% | -21.7% | +6.0% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling