+572.5%
SNPS vs CMI
+516.5%
+56.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.2% | -0.4% |
| 7D | +0.9% | -0.7% | +1.6% | +1.2% |
| 30D | -3.6% | -12.4% | +8.8% | +1.5% |
| 3M | -12.9% | -14.8% | +1.9% | -7.8% |
| 6M | -8.2% | +0.8% | -9.0% | -10.2% |
| YTD | -15.4% | +10.2% | -25.6% | -20.6% |
| 1Y | -9.3% | +37.4% | -46.7% | -22.6% |
| 3Y | -14.0% | +153.3% | -167.2% | -43.7% |
| 5Y | +19.5% | +167.6% | -148.1% | -24.9% |
| All | +572.5% | +516.5% | +56.0% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling