+11.2%
SNPS vs M
+21.0%
-9.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.9% | +1.0% | -4.7% |
| 7D | -10.2% | -2.1% | -8.0% | -10.0% |
| 30D | -12.8% | +7.7% | -20.5% | -12.9% |
| 3M | +9.9% | -4.4% | +14.2% | +10.7% |
| 6M | -12.4% | +27.5% | -39.9% | -13.2% |
| YTD | -6.3% | +12.8% | -19.0% | -7.4% |
| All | +11.2% | +21.0% | -9.9% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling