+574.2%
SNPS vs MAR
+419.7%
+154.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | -5.5% | -0.5% | -5.0% | -5.3% |
| 30D | -4.5% | -4.7% | +0.2% | -2.9% |
| 3M | -15.5% | -15.6% | +0.1% | -10.5% |
| 6M | -10.1% | +1.2% | -11.3% | -11.2% |
| YTD | -16.3% | +7.5% | -23.8% | -19.5% |
| 1Y | -34.9% | +26.6% | -61.6% | -41.4% |
| 3Y | -14.4% | +66.0% | -80.3% | -29.9% |
| 5Y | +17.9% | +154.1% | -136.2% | -15.9% |
| 10Y | +574.2% | +441.9% | +132.4% | +278.6% |
| All | +574.2% | +419.7% | +154.5% | +278.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling