-35.6%
SNPS vs M
+31.9%
-67.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.2% |
| 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% | -13.5% |
| YTD | -16.5% | +3.8% | -20.3% | -17.9% |
| 1Y | -35.6% | +36.3% | -72.0% | -45.1% |
| All | -35.6% | +31.9% | -67.6% | -45.1% |
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