+11.2%
SNPS vs OMC
+24.5%
-13.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | -0.9% |
| 7D | -3.9% | +12.5% | -16.5% | -6.0% |
| 30D | -5.2% | +16.3% | -21.5% | -8.3% |
| 3M | +14.6% | +8.1% | +6.6% | +12.7% |
| 6M | -6.9% | +17.2% | -24.1% | -10.6% |
| YTD | -1.4% | +11.8% | -13.2% | -5.9% |
| 1Y | +11.2% | +23.9% | -12.7% | +5.4% |
| All | +11.2% | +24.5% | -13.3% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling