-14.9%
SNPS vs MDY
+48.7%
-63.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +1.5% |
| 7D | -5.5% | -0.8% | -4.7% | -4.7% |
| 30D | -4.5% | -3.9% | -0.6% | -0.1% |
| 3M | -15.5% | 0.0% | -15.4% | -15.5% |
| 6M | -10.1% | +8.5% | -18.6% | -17.9% |
| YTD | -16.3% | +13.2% | -29.5% | -27.1% |
| 1Y | -34.9% | +15.0% | -50.0% | -44.0% |
| All | -14.9% | +48.7% | -63.5% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling