+5,768.2%
SNPS vs OMC
+4,392.9%
+1,375.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -0.2% | +1.6% | -1.7% | -0.7% |
| 30D | -8.0% | +15.3% | -23.4% | -13.1% |
| 3M | +12.5% | +4.5% | +8.0% | +10.0% |
| 6M | -10.5% | +20.8% | -31.2% | -17.5% |
| YTD | -1.6% | +13.5% | -15.1% | -8.0% |
| 1Y | +16.8% | +25.2% | -8.4% | +5.0% |
| 3Y | -10.9% | +30.5% | -41.4% | -22.0% |
| 5Y | +35.8% | +52.7% | -16.9% | +10.8% |
| 10Y | +675.0% | +55.2% | +619.8% | +486.0% |
| All | +5,768.2% | +4,392.9% | +1,375.3% | +1,333.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling