+572.5%
SNPS vs MXL
+313.4%
+259.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.5% | -1.6% |
| 7D | +0.9% | +18.9% | -18.0% | -3.1% |
| 30D | -3.6% | +0.3% | -3.9% | -4.5% |
| 3M | -12.9% | -8.0% | -4.9% | -16.0% |
| 6M | -8.2% | +341.2% | -349.5% | -46.2% |
| YTD | -15.4% | +327.8% | -343.2% | -50.3% |
| 1Y | -9.3% | +364.9% | -374.2% | -48.4% |
| 3Y | -14.0% | +229.2% | -243.2% | -52.9% |
| 5Y | +19.5% | +42.8% | -23.3% | -21.0% |
| All | +572.5% | +313.4% | +259.1% | +189.8% |
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