+5,491.2%
SNPS vs MOD
+846.4%
+4,644.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.3% | +2.4% | -3.7% |
| 7D | -10.2% | -34.2% | +24.0% | -4.2% |
| 30D | -12.8% | -51.9% | +39.0% | -2.2% |
| 3M | +9.9% | -53.0% | +62.9% | +23.4% |
| 6M | -12.4% | -66.4% | +54.0% | +2.9% |
| YTD | -6.3% | -31.5% | +25.3% | -3.7% |
| 1Y | +7.6% | -39.6% | +47.2% | +12.3% |
| 3Y | -9.8% | +116.8% | -126.6% | -27.2% |
| 5Y | +29.2% | +713.8% | -684.6% | -18.3% |
| 10Y | +663.8% | +882.7% | -218.9% | +308.7% |
| All | +5,491.2% | +846.4% | +4,644.9% | +2,159.7% |
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