-11.6%
SNPS vs M
+159.6%
-171.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -0.2% | -3.3% | +3.1% | +0.3% |
| 30D | -8.0% | +8.1% | -16.1% | -9.4% |
| 3M | +12.5% | +2.2% | +10.2% | +11.6% |
| 6M | -10.5% | +35.1% | -45.6% | -16.3% |
| YTD | -1.6% | +15.8% | -17.4% | -5.7% |
| 1Y | +16.8% | +25.8% | -9.0% | +9.7% |
| All | -11.6% | +159.6% | -171.2% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling