+1,305.1%
SNPS vs ACM
+230.8%
+1,074.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | -11.0% | -3.7% | -7.3% | -9.9% |
| 30D | -1.7% | -11.1% | +9.4% | +1.6% |
| 3M | -20.4% | -8.0% | -12.4% | -18.8% |
| 6M | -8.6% | -29.7% | +21.0% | +1.6% |
| YTD | -16.2% | -29.4% | +13.2% | -7.3% |
| 1Y | -34.6% | -46.4% | +11.9% | -20.8% |
| 3Y | -14.5% | -22.3% | +7.9% | -8.7% |
| 5Y | +17.0% | +4.5% | +12.5% | +13.9% |
| 10Y | +560.0% | +127.6% | +432.4% | +381.2% |
| All | +1,305.1% | +230.8% | +1,074.3% | +679.7% |
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 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