+4,901.1%
SNPS vs MTB
+4,344.3%
+556.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -11.0% | +1.7% | -12.7% | -11.5% |
| 30D | -1.7% | -4.2% | +2.4% | -0.5% |
| 3M | -20.4% | +8.9% | -29.2% | -22.5% |
| 6M | -8.6% | +10.9% | -19.5% | -11.7% |
| YTD | -16.2% | +21.5% | -37.6% | -21.3% |
| 1Y | -34.6% | +21.9% | -56.5% | -38.6% |
| 3Y | -14.5% | +109.2% | -123.7% | -32.5% |
| 5Y | +17.0% | +102.0% | -85.0% | -9.1% |
| 10Y | +560.0% | +171.9% | +388.1% | +327.8% |
| All | +4,901.1% | +4,344.3% | +556.8% | +1,146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling