+11.2%
SNPS vs SFM
-35.8%
+47.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | +0.5% |
| 7D | -3.9% | -12.3% | +8.3% | -5.1% |
| 30D | -5.2% | -16.2% | +11.0% | -6.9% |
| 3M | +14.6% | -36.8% | +51.4% | +9.9% |
| 6M | -6.9% | -32.6% | +25.6% | -10.4% |
| YTD | -1.4% | -31.7% | +30.3% | -4.6% |
| 1Y | +11.2% | -35.0% | +46.2% | +8.6% |
| All | +11.2% | -35.8% | +47.0% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling