+17.9%
SNPS vs AEM
+296.4%
-278.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -5.5% | +3.0% | -8.5% | -5.9% |
| 30D | -4.5% | +12.5% | -17.0% | -6.1% |
| 3M | -15.5% | +26.9% | -42.4% | -18.6% |
| 6M | -10.1% | -9.4% | -0.6% | -9.3% |
| YTD | -16.3% | +20.3% | -36.6% | -19.4% |
| 1Y | -34.9% | +33.8% | -68.7% | -38.6% |
| 3Y | -14.4% | +349.8% | -364.2% | -33.1% |
| 5Y | +17.9% | +301.0% | -283.1% | -9.8% |
| All | +17.9% | +296.4% | -278.5% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling