+4,901.1%
SNPS vs OMC
+4,033.9%
+867.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -4.5% |
| 7D | -11.0% | -6.4% | -4.6% | -8.9% |
| 30D | -1.7% | +1.1% | -2.9% | -2.3% |
| 3M | -20.4% | +10.4% | -30.8% | -23.7% |
| 6M | -8.6% | -1.7% | -6.9% | -8.7% |
| YTD | -16.2% | +4.4% | -20.6% | -18.7% |
| 1Y | -34.6% | +8.4% | -43.0% | -37.5% |
| 3Y | -14.5% | +14.4% | -28.9% | -21.0% |
| 5Y | +17.0% | +33.9% | -16.9% | +0.6% |
| 10Y | +560.0% | +34.9% | +525.2% | +429.0% |
| All | +4,901.1% | +4,033.9% | +867.2% | +1,165.8% |
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