+16.5%
SNPS vs OMC
+32.6%
-16.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.3% |
| 7D | -5.5% | -5.8% | +0.3% | -3.3% |
| 30D | -5.8% | -4.8% | -0.9% | -4.0% |
| 3M | -17.2% | +9.2% | -26.4% | -20.7% |
| 6M | -10.4% | -2.5% | -7.9% | -10.1% |
| YTD | -16.5% | +2.6% | -19.1% | -18.7% |
| 1Y | -35.6% | +5.9% | -41.6% | -38.2% |
| 3Y | -14.6% | +14.2% | -28.8% | -22.6% |
| 5Y | +16.5% | +33.2% | -16.8% | -5.5% |
| All | +16.5% | +32.6% | -16.2% | -5.5% |
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