+1,391.8%
SNPS vs MUB
+76.3%
+1,315.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -11.0% | -0.9% | -10.2% | -10.6% |
| 30D | -1.7% | -1.4% | -0.3% | -1.0% |
| 3M | -20.4% | -2.2% | -18.2% | -19.4% |
| 6M | -8.6% | -1.9% | -6.7% | -7.7% |
| YTD | -16.2% | -0.8% | -15.4% | -15.7% |
| 1Y | -34.6% | +2.7% | -37.3% | -35.5% |
| 3Y | -14.5% | +8.6% | -23.1% | -18.2% |
| 5Y | +17.0% | +2.0% | +14.9% | +14.8% |
| 10Y | +560.0% | +17.9% | +542.1% | +528.2% |
| All | +1,391.8% | +76.3% | +1,315.5% | +1,190.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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