+574.2%
SNPS vs OMC
+29.9%
+544.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.4% |
| 7D | -5.5% | -4.2% | -1.2% | -4.2% |
| 30D | -4.5% | -7.5% | +3.0% | -2.2% |
| 3M | -15.5% | +4.6% | -20.1% | -17.2% |
| 6M | -10.1% | -4.8% | -5.2% | -9.2% |
| YTD | -16.3% | -1.0% | -15.3% | -17.0% |
| 1Y | -34.9% | +3.8% | -38.8% | -36.6% |
| 3Y | -14.4% | +10.2% | -24.6% | -18.9% |
| 5Y | +17.9% | +29.7% | -11.8% | +5.6% |
| 10Y | +574.2% | +32.3% | +541.9% | +462.7% |
| All | +574.2% | +29.9% | +544.4% | +462.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling