+660.9%
SNPS vs MTB
+115.1%
+545.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | +1.1% | +1.5% | -0.5% | +0.7% |
| 30D | -5.2% | +2.3% | -7.5% | -5.7% |
| 3M | +10.6% | -12.1% | +22.7% | +14.0% |
| 6M | -10.6% | +9.8% | -20.4% | -12.9% |
| YTD | -3.1% | +12.0% | -15.1% | -6.2% |
| 1Y | +15.6% | +22.0% | -6.5% | +9.4% |
| 3Y | -12.9% | +107.6% | -120.6% | -27.3% |
| 5Y | +31.2% | +61.9% | -30.7% | +14.3% |
| All | +660.9% | +115.1% | +545.8% | +561.0% |
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