-14.6%
SNPS vs AEM
+349.6%
-364.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.3% |
| 7D | -5.5% | +4.3% | -9.8% | -6.1% |
| 30D | -5.8% | +13.1% | -18.9% | -7.3% |
| 3M | -17.2% | +24.8% | -42.0% | -19.9% |
| 6M | -10.4% | -8.2% | -2.1% | -9.8% |
| YTD | -16.5% | +19.8% | -36.4% | -19.5% |
| 1Y | -35.6% | +32.1% | -67.7% | -39.0% |
| 3Y | -14.6% | +348.2% | -362.8% | -27.8% |
| All | -14.6% | +349.6% | -364.2% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling