+645.9%
SNPS vs MOD
+857.0%
-211.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.3% | +2.4% | -3.7% |
| 7D | -10.2% | -34.2% | +24.0% | -4.4% |
| 30D | -12.8% | -51.9% | +39.0% | -2.4% |
| 3M | +9.9% | -53.0% | +62.9% | +23.0% |
| 6M | -12.4% | -66.4% | +54.0% | +2.5% |
| YTD | -6.3% | -31.5% | +25.3% | -3.7% |
| 1Y | +7.6% | -39.6% | +47.2% | +12.4% |
| 3Y | -9.8% | +116.8% | -126.6% | -25.7% |
| 5Y | +29.2% | +713.8% | -684.6% | -13.0% |
| All | +645.9% | +857.0% | -211.1% | +396.0% |
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