+31.7%
SNPS vs ACM
+1.1%
+30.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.9% |
| 7D | +1.1% | +5.6% | -4.6% | -1.8% |
| 30D | -5.2% | +20.8% | -26.0% | -14.1% |
| 3M | +10.6% | +11.4% | -0.9% | +3.6% |
| 6M | -10.6% | +0.9% | -11.6% | -12.6% |
| YTD | -3.1% | -24.8% | +21.7% | +10.9% |
| 1Y | +15.6% | -46.4% | +62.0% | +64.2% |
| 3Y | -12.9% | -9.2% | -3.7% | -15.2% |
| All | +31.7% | +1.1% | +30.6% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling