+675.0%
SNPS vs MOD
+915.9%
-240.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.1% |
| 7D | -0.2% | +8.2% | -8.4% | -1.5% |
| 30D | -8.0% | -38.2% | +30.1% | -1.2% |
| 3M | +12.5% | -46.2% | +58.7% | +23.2% |
| 6M | -10.5% | -62.5% | +52.1% | +2.9% |
| YTD | -1.6% | -20.1% | +18.5% | -1.5% |
| 1Y | +16.8% | -29.7% | +46.5% | +19.0% |
| 3Y | -10.9% | +136.2% | -147.1% | -27.8% |
| 5Y | +35.8% | +820.4% | -784.6% | -10.7% |
| 10Y | +675.0% | +839.8% | -164.8% | +397.5% |
| All | +675.0% | +915.9% | -240.9% | +397.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling