+5,680.3%
SNPS vs OMC
+4,347.4%
+1,333.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.1% |
| 7D | +1.1% | +1.9% | -0.8% | +0.4% |
| 30D | -5.2% | +12.2% | -17.4% | -9.4% |
| 3M | +10.6% | +0.6% | +10.0% | +9.6% |
| 6M | -10.6% | +21.0% | -31.6% | -17.7% |
| YTD | -3.1% | +12.4% | -15.5% | -9.0% |
| 1Y | +15.6% | +25.4% | -9.9% | +3.8% |
| 3Y | -12.9% | +29.2% | -42.1% | -23.5% |
| 5Y | +31.2% | +52.6% | -21.4% | +7.1% |
| 10Y | +663.4% | +53.6% | +609.7% | +479.2% |
| All | +5,680.3% | +4,347.4% | +1,333.0% | +1,316.4% |
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 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