+16.5%
SNPS vs MP
-38.7%
+55.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.6% | -2.9% | +2.4% |
| 7D | +0.2% | -1.6% | +1.8% | +0.4% |
| 30D | -8.4% | -18.2% | +9.7% | -5.2% |
| 3M | +12.3% | -26.1% | +38.4% | +17.9% |
| 6M | -9.6% | -44.0% | +34.4% | -1.3% |
| YTD | -0.6% | -25.3% | +24.7% | +2.9% |
| All | +16.5% | -38.7% | +55.2% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling