+438.9%
SNPS vs MGY
+210.8%
+228.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | -5.5% | +1.5% | -7.0% | -5.7% |
| 30D | -4.5% | +6.8% | -11.3% | -5.5% |
| 3M | -15.5% | +2.6% | -18.1% | -16.1% |
| 6M | -10.1% | -3.1% | -7.0% | -10.3% |
| YTD | -16.3% | +29.4% | -45.7% | -20.3% |
| 1Y | -34.9% | +22.3% | -57.2% | -37.8% |
| 3Y | -14.4% | +26.6% | -40.9% | -19.2% |
| 5Y | +17.9% | +92.1% | -74.2% | +3.3% |
| All | +438.9% | +210.8% | +228.0% | +337.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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