+675.0%
SNPS vs M
-5.1%
+680.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -0.2% | -3.3% | +3.1% | +0.2% |
| 30D | -8.0% | +8.1% | -16.1% | -9.0% |
| 3M | +12.5% | +2.2% | +10.2% | +11.8% |
| 6M | -10.5% | +35.1% | -45.6% | -14.3% |
| YTD | -1.6% | +15.8% | -17.4% | -4.3% |
| 1Y | +16.8% | +25.8% | -9.0% | +12.3% |
| 3Y | -10.9% | +156.2% | -167.2% | -22.8% |
| 5Y | +35.8% | -2.4% | +38.1% | +26.3% |
| 10Y | +675.0% | -7.1% | +682.1% | +564.0% |
| All | +675.0% | -5.1% | +680.1% | +564.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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