+572.1%
SNPS vs AEM
+369.2%
+202.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +1.4% |
| 7D | -4.6% | -5.0% | +0.4% | -4.0% |
| 30D | -3.3% | +8.5% | -11.8% | -4.4% |
| 3M | -13.8% | +29.3% | -43.0% | -16.7% |
| 6M | -8.2% | -12.9% | +4.7% | -7.2% |
| YTD | -15.4% | +16.8% | -32.2% | -17.8% |
| 1Y | +2.4% | +29.8% | -27.4% | -2.0% |
| 3Y | -13.5% | +336.7% | -350.2% | -29.1% |
| 5Y | +19.5% | +299.9% | -280.5% | -2.6% |
| All | +572.1% | +369.2% | +202.9% | +442.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling