-7.6%
SNPS vs MTB
+103.9%
-111.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +2.8% |
| 7D | +0.2% | -0.8% | +0.9% | +0.5% |
| 30D | -8.4% | +2.4% | -10.8% | -9.2% |
| 3M | +12.3% | -10.5% | +22.7% | +16.8% |
| 6M | -9.6% | +6.4% | -16.0% | -12.2% |
| YTD | -0.6% | +12.8% | -13.4% | -6.2% |
| 1Y | +18.7% | +23.3% | -4.6% | +8.0% |
| 3Y | -7.6% | +108.2% | -115.8% | -22.7% |
| All | -7.6% | +103.9% | -111.4% | -22.7% |
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