+4,901.1%
SNPS vs AEM
+6,685.4%
-1,784.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.3% |
| 7D | -11.0% | -0.5% | -10.5% | -11.0% |
| 30D | -1.7% | +24.0% | -25.8% | -2.7% |
| 3M | -20.4% | +16.1% | -36.4% | -20.9% |
| 6M | -8.6% | -11.6% | +3.0% | -8.3% |
| YTD | -16.2% | +21.5% | -37.7% | -17.1% |
| 1Y | -34.6% | +39.2% | -73.8% | -35.7% |
| 3Y | -14.5% | +347.4% | -361.9% | -19.9% |
| 5Y | +17.0% | +290.1% | -273.2% | +9.6% |
| 10Y | +560.0% | +357.8% | +202.2% | +510.9% |
| All | +4,901.1% | +6,685.4% | -1,784.3% | +4,386.2% |
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