+5,680.3%
SNPS vs AEM
+5,814.4%
-134.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.1% | -6.8% | +7.9% | +1.4% |
| 30D | -5.2% | +0.8% | -6.0% | -5.2% |
| 3M | +10.6% | -0.8% | +11.4% | +10.5% |
| 6M | -10.6% | -8.5% | -2.1% | -10.4% |
| YTD | -3.1% | +5.9% | -9.0% | -3.6% |
| 1Y | +15.6% | +6.6% | +9.0% | +14.9% |
| 3Y | -12.9% | +302.2% | -315.1% | -18.1% |
| 5Y | +31.2% | +250.8% | -219.6% | +23.4% |
| 10Y | +663.4% | +406.1% | +257.3% | +606.4% |
| All | +5,680.3% | +5,814.4% | -134.1% | +5,112.9% |
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