+1,682.6%
SNPS vs MET
+1,300.1%
+382.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -5.0% |
| 7D | -11.0% | +1.2% | -12.2% | -11.3% |
| 30D | -1.7% | +1.4% | -3.2% | -2.2% |
| 3M | -20.4% | +17.7% | -38.0% | -23.9% |
| 6M | -8.6% | +35.0% | -43.6% | -15.8% |
| YTD | -16.2% | +26.3% | -42.4% | -21.4% |
| 1Y | -34.6% | +22.8% | -57.4% | -38.2% |
| 3Y | -14.5% | +65.9% | -80.4% | -25.6% |
| 5Y | +17.0% | +85.4% | -68.4% | -1.7% |
| 10Y | +560.0% | +253.7% | +306.3% | +351.4% |
| All | +1,682.6% | +1,300.1% | +382.4% | +660.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling