+4,901.1%
SNPS vs MOD
+1,996.2%
+2,904.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.3% | -9.7% | -6.1% |
| 7D | -11.0% | +9.6% | -20.6% | -12.4% |
| 30D | -1.7% | 0.0% | -1.8% | -1.9% |
| 3M | -20.4% | -35.4% | +15.0% | -15.2% |
| 6M | -8.6% | -7.3% | -1.3% | -9.1% |
| YTD | -16.2% | +45.8% | -62.0% | -23.5% |
| 1Y | -34.6% | +43.1% | -77.7% | -41.1% |
| 3Y | -14.5% | +297.7% | -312.1% | -37.4% |
| 5Y | +17.0% | +1,478.8% | -1,461.8% | -33.5% |
| 10Y | +560.0% | +1,633.4% | -1,073.4% | +223.4% |
| All | +4,901.1% | +1,996.2% | +2,904.9% | +1,684.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling