+2,196.6%
SNPS vs MKTX
+1,445.7%
+750.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -5.5% | +0.4% | -5.9% | -5.6% |
| 30D | -5.8% | +1.0% | -6.7% | -5.9% |
| 3M | -17.2% | +41.3% | -58.5% | -23.6% |
| 6M | -10.4% | -11.3% | +1.0% | -9.3% |
| YTD | -16.5% | -8.6% | -8.0% | -16.2% |
| 1Y | -35.6% | -11.1% | -24.6% | -35.1% |
| 3Y | -14.6% | -24.5% | +9.9% | -13.2% |
| 5Y | +16.5% | -61.4% | +77.9% | +34.3% |
| 10Y | +556.6% | +6.8% | +549.7% | +522.5% |
| All | +2,196.6% | +1,445.7% | +750.9% | +1,155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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