+11.2%
SNPS vs AEM
+17.3%
-6.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.7% | -9.7% | -1.6% |
| 7D | -3.9% | +0.2% | -4.1% | -4.0% |
| 30D | -5.2% | +0.1% | -5.3% | -5.3% |
| 3M | +14.6% | +22.1% | -7.4% | +11.4% |
| 6M | -6.9% | +2.4% | -9.4% | -7.3% |
| YTD | -1.4% | +8.9% | -10.4% | -4.9% |
| 1Y | +11.2% | +18.7% | -7.5% | +5.3% |
| All | +11.2% | +17.3% | -6.1% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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