+139.1%
SNPS vs MP
+271.0%
-131.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.4% |
| 7D | -0.2% | +2.3% | -2.5% | -0.5% |
| 30D | -8.0% | -15.3% | +7.3% | -5.9% |
| 3M | +12.5% | -33.5% | +46.0% | +18.7% |
| 6M | -10.5% | -45.5% | +35.0% | -3.5% |
| YTD | -1.6% | -27.3% | +25.7% | +0.9% |
| 1Y | +16.8% | -40.7% | +57.5% | +22.6% |
| 3Y | -10.9% | +145.9% | -156.8% | -30.3% |
| 5Y | +35.8% | -13.9% | +49.7% | +21.9% |
| All | +139.1% | +271.0% | -131.9% | +103.0% |
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