+3,264.1%
SNPS vs MDY
+2,594.0%
+670.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +1.1% | +2.3% | -1.2% | -1.0% |
| 30D | -5.2% | +2.0% | -7.2% | -6.7% |
| 3M | +10.6% | -5.6% | +16.2% | +16.9% |
| 6M | -10.6% | +1.3% | -11.9% | -11.4% |
| YTD | -3.1% | +12.3% | -15.4% | -12.5% |
| 1Y | +15.6% | +15.8% | -0.2% | +1.5% |
| 3Y | -12.9% | +56.5% | -69.4% | -41.0% |
| 5Y | +31.2% | +35.1% | -4.0% | +2.3% |
| 10Y | +663.4% | +167.4% | +496.0% | +209.0% |
| All | +3,264.1% | +2,594.0% | +670.1% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling