+2,570.1%
SNPS vs MAR
+2,498.9%
+71.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -11.0% | -4.2% | -6.9% | -9.7% |
| 30D | -1.7% | -6.7% | +4.9% | +0.6% |
| 3M | -20.4% | -12.5% | -7.9% | -16.9% |
| 6M | -8.6% | +0.6% | -9.2% | -9.4% |
| YTD | -16.2% | +9.1% | -25.3% | -19.6% |
| 1Y | -34.6% | +26.2% | -60.8% | -40.5% |
| 3Y | -14.5% | +68.2% | -82.6% | -29.7% |
| 5Y | +17.0% | +163.9% | -146.9% | -18.1% |
| 10Y | +560.0% | +420.6% | +139.5% | +237.2% |
| All | +2,570.1% | +2,498.9% | +71.2% | +547.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling