+5,740.6%
SNPS vs AEM
+6,212.4%
-471.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.1% | +3.6% | -1.3% |
| 7D | -0.6% | +13.9% | -14.5% | -1.2% |
| 30D | -9.8% | +0.8% | -10.6% | -9.9% |
| 3M | +11.7% | +5.8% | +6.0% | +11.4% |
| 6M | -10.9% | -1.0% | -10.0% | -11.1% |
| YTD | -2.1% | +13.1% | -15.2% | -2.9% |
| 1Y | +14.8% | +14.4% | +0.3% | +13.7% |
| 3Y | -11.3% | +325.7% | -337.1% | -16.8% |
| 5Y | +36.2% | +273.7% | -237.5% | +27.8% |
| 10Y | +684.5% | +390.1% | +294.4% | +625.6% |
| All | +5,740.6% | +6,212.4% | -471.8% | +5,152.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling