+4,901.1%
SNPS vs M
+484.6%
+4,416.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -5.9% |
| 7D | -11.0% | +4.7% | -15.7% | -11.9% |
| 30D | -1.7% | -9.6% | +7.9% | +0.2% |
| 3M | -20.4% | +0.9% | -21.2% | -20.8% |
| 6M | -8.6% | +22.3% | -30.9% | -13.0% |
| YTD | -16.2% | +6.5% | -22.7% | -18.3% |
| 1Y | -34.6% | +38.8% | -73.3% | -39.8% |
| 3Y | -14.5% | +115.9% | -130.4% | -31.2% |
| 5Y | +17.0% | +28.6% | -11.6% | -1.3% |
| 10Y | +560.0% | -2.5% | +562.6% | +393.0% |
| All | +4,901.1% | +484.6% | +4,416.5% | +1,520.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling