+572.1%
SNPS vs MDY
+175.0%
+397.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.9% |
| 7D | -4.6% | -2.5% | -2.1% | -2.4% |
| 30D | -3.3% | -5.0% | +1.7% | +1.4% |
| 3M | -13.8% | +0.5% | -14.2% | -14.1% |
| 6M | -8.2% | +8.0% | -16.2% | -14.3% |
| YTD | -15.4% | +12.2% | -27.6% | -23.6% |
| 1Y | +2.4% | +14.0% | -11.6% | -8.4% |
| 3Y | -13.5% | +48.2% | -61.7% | -37.8% |
| 5Y | +19.5% | +46.1% | -26.6% | -12.2% |
| All | +572.1% | +175.0% | +397.2% | +197.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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