+660.9%
SNPS vs MXL
+161.9%
+499.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -0.4% |
| 7D | +1.1% | +13.4% | -12.4% | -2.1% |
| 30D | -5.2% | -29.2% | +24.1% | +0.8% |
| 3M | +10.6% | -27.2% | +37.8% | +14.6% |
| 6M | -10.6% | -36.4% | +25.8% | -9.5% |
| YTD | -3.1% | +220.0% | -223.1% | -41.0% |
| 1Y | +15.6% | +304.8% | -289.2% | -34.2% |
| 3Y | -12.9% | +238.5% | -251.4% | -54.6% |
| 5Y | +31.2% | -18.8% | +49.9% | -2.7% |
| All | +660.9% | +161.9% | +499.1% | +236.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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