+574.2%
SNPS vs MTB
+172.8%
+401.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -5.5% | +1.1% | -6.5% | -5.7% |
| 30D | -4.5% | -4.6% | +0.1% | -3.4% |
| 3M | -15.5% | +6.3% | -21.7% | -16.9% |
| 6M | -10.1% | +15.6% | -25.7% | -13.5% |
| YTD | -16.3% | +20.6% | -36.8% | -20.4% |
| 1Y | -34.9% | +22.5% | -57.5% | -38.4% |
| 3Y | -14.4% | +114.4% | -128.8% | -29.3% |
| 5Y | +17.9% | +101.9% | -84.0% | -2.4% |
| 10Y | +574.2% | +170.4% | +403.8% | +401.2% |
| All | +574.2% | +172.8% | +401.4% | +401.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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