+16.5%
SNPS vs MET
+82.8%
-66.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.5% |
| 7D | -5.5% | +1.1% | -6.6% | -6.0% |
| 30D | -5.8% | -2.3% | -3.4% | -4.8% |
| 3M | -17.2% | +13.9% | -31.1% | -22.4% |
| 6M | -10.4% | +34.8% | -45.2% | -22.4% |
| YTD | -16.5% | +23.5% | -40.1% | -25.0% |
| 1Y | -35.6% | +23.4% | -59.0% | -42.2% |
| 3Y | -14.6% | +64.9% | -79.5% | -32.8% |
| 5Y | +16.5% | +82.0% | -65.6% | -12.7% |
| All | +16.5% | +82.8% | -66.3% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 5y: compounded portfolio wealth divided by compounded MET 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…
5y analysis · Full analysis span regression · 6 months rolling