+976.7%
SNPS vs ALM
+7,705.7%
-6,729.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -5.4% |
| 7D | -11.0% | -2.6% | -8.4% | -11.0% |
| 30D | -1.7% | +32.0% | -33.7% | -1.8% |
| 3M | -20.4% | -15.0% | -5.3% | -20.3% |
| 6M | -8.6% | -10.1% | +1.5% | -8.6% |
| YTD | -16.2% | +99.4% | -115.6% | -16.3% |
| 1Y | -34.6% | +316.4% | -350.9% | -34.8% |
| 3Y | -14.5% | +2,022.0% | -2,036.4% | -14.9% |
| 5Y | +17.0% | +941.2% | -924.2% | +16.4% |
| 10Y | +560.0% | +2,950.3% | -2,390.3% | +555.7% |
| All | +976.7% | +7,705.7% | -6,729.1% | +964.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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