-14.0%
SNPS vs MTB
+116.9%
-130.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -11.0% | +1.7% | -12.7% | -11.6% |
| 30D | -1.7% | -4.2% | +2.4% | -0.3% |
| 3M | -20.4% | +8.9% | -29.2% | -22.9% |
| 6M | -8.6% | +10.9% | -19.5% | -12.4% |
| YTD | -16.2% | +21.5% | -37.6% | -22.5% |
| 1Y | -34.6% | +21.9% | -56.5% | -39.6% |
| All | -14.0% | +116.9% | -130.9% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling