+663.1%
SNPS vs M
-4.2%
+667.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.6% | +6.9% | +2.9% |
| 7D | -3.7% | -4.3% | +0.6% | -3.2% |
| 30D | -10.4% | +1.3% | -11.7% | -10.6% |
| 3M | +11.0% | -7.4% | +18.3% | +11.6% |
| 6M | -10.7% | +18.3% | -29.0% | -13.1% |
| YTD | -4.1% | +7.6% | -11.7% | -5.9% |
| 1Y | +13.7% | +17.4% | -3.7% | +10.2% |
| 3Y | -8.1% | +108.4% | -116.4% | -18.5% |
| 5Y | +32.2% | -10.6% | +42.8% | +24.2% |
| All | +663.1% | -4.2% | +667.3% | +554.2% |
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