+35.8%
SNPS vs OMC
+53.9%
-18.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -0.2% | +1.6% | -1.7% | -0.8% |
| 30D | -8.0% | +15.3% | -23.4% | -13.3% |
| 3M | +12.5% | +4.5% | +8.0% | +10.0% |
| 6M | -10.5% | +20.8% | -31.2% | -18.0% |
| YTD | -1.6% | +13.5% | -15.1% | -8.3% |
| 1Y | +16.8% | +25.2% | -8.4% | +3.8% |
| 3Y | -10.9% | +30.5% | -41.4% | -24.0% |
| 5Y | +35.8% | +52.7% | -16.9% | +4.6% |
| All | +35.8% | +53.9% | -18.2% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling