+141.6%
SNPS vs MP
+281.3%
-139.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.6% | -2.9% | +2.7% |
| 7D | +0.2% | -1.6% | +1.8% | +0.4% |
| 30D | -8.4% | -18.2% | +9.7% | -5.9% |
| 3M | +12.3% | -26.1% | +38.4% | +16.7% |
| 6M | -9.6% | -44.0% | +34.4% | -3.0% |
| YTD | -0.6% | -25.3% | +24.7% | +1.6% |
| 1Y | +18.7% | -35.6% | +54.3% | +23.1% |
| 3Y | -7.6% | +147.1% | -154.6% | -27.7% |
| 5Y | +34.1% | -11.3% | +45.3% | +19.9% |
| All | +141.6% | +281.3% | -139.7% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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