+1,470.9%
SNPS vs ACM
+233.2%
+1,237.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -4.2% |
| 7D | -10.2% | +5.1% | -15.2% | -11.6% |
| 30D | -12.8% | +11.5% | -24.3% | -16.0% |
| 3M | +9.9% | -10.5% | +20.3% | +13.0% |
| 6M | -12.4% | -20.4% | +8.0% | -6.8% |
| YTD | -6.3% | -28.9% | +22.6% | +3.1% |
| 1Y | +7.6% | -48.7% | +56.3% | +31.6% |
| 3Y | -9.8% | -12.5% | +2.7% | -7.4% |
| 5Y | +29.2% | +0.5% | +28.7% | +27.0% |
| 10Y | +663.8% | +161.2% | +502.6% | +433.9% |
| All | +1,470.9% | +233.2% | +1,237.6% | +767.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling