+556.6%
SNPS vs M
-6.4%
+562.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.1% |
| 7D | -5.5% | +2.4% | -7.9% | -5.8% |
| 30D | -5.8% | -11.6% | +5.9% | -4.4% |
| 3M | -17.2% | +1.6% | -18.8% | -17.6% |
| 6M | -10.4% | +25.2% | -35.6% | -13.2% |
| YTD | -16.5% | +3.8% | -20.3% | -17.5% |
| 1Y | -35.6% | +36.3% | -72.0% | -38.6% |
| 3Y | -14.6% | +116.3% | -131.0% | -24.5% |
| 5Y | +16.5% | +28.2% | -11.7% | +7.0% |
| 10Y | +556.6% | -3.4% | +559.9% | +454.8% |
| All | +556.6% | -6.4% | +562.9% | +454.8% |
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