+31.7%
SNPS vs MOD
+1,086.9%
-1,055.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +27.9% | -29.5% | -7.4% |
| 7D | +1.1% | +40.4% | -39.4% | -6.9% |
| 30D | -5.2% | -14.0% | +8.9% | -3.5% |
| 3M | +10.6% | -33.3% | +43.9% | +18.3% |
| 6M | -10.6% | -51.4% | +40.8% | +1.0% |
| YTD | -3.1% | +1.6% | -4.7% | -9.5% |
| 1Y | +15.6% | +5.4% | +10.2% | +6.4% |
| 3Y | -12.9% | +191.0% | -203.9% | -43.1% |
| All | +31.7% | +1,086.9% | -1,055.2% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling