+5,491.2%
SNPS vs M
+518.8%
+4,972.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.9% | +1.0% | -3.7% |
| 7D | -10.2% | -2.1% | -8.0% | -9.8% |
| 30D | -12.8% | +7.7% | -20.5% | -14.3% |
| 3M | +9.9% | -4.4% | +14.2% | +10.3% |
| 6M | -12.4% | +27.5% | -39.9% | -17.6% |
| YTD | -6.3% | +12.8% | -19.0% | -10.0% |
| 1Y | +7.6% | +20.7% | -13.1% | +1.5% |
| 3Y | -9.8% | +111.3% | -121.1% | -27.3% |
| 5Y | +29.2% | -6.3% | +35.5% | +16.9% |
| 10Y | +663.8% | +1.5% | +662.3% | +464.8% |
| All | +5,491.2% | +518.8% | +4,972.5% | +1,682.9% |
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