+684.5%
SNPS vs SFM
+138.5%
+546.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.4% |
| 7D | -0.6% | -6.9% | +6.3% | 0.0% |
| 30D | -9.8% | -25.0% | +15.2% | -8.0% |
| 3M | +11.7% | -42.7% | +54.5% | +16.7% |
| 6M | -10.9% | -41.0% | +30.1% | -7.6% |
| YTD | -2.1% | -38.7% | +36.6% | +0.7% |
| 1Y | +14.8% | -38.1% | +52.9% | +17.8% |
| 3Y | -11.3% | +19.3% | -30.7% | -15.4% |
| 5Y | +36.2% | +103.1% | -66.9% | +21.8% |
| 10Y | +684.5% | +131.1% | +553.4% | +568.4% |
| All | +684.5% | +138.5% | +546.0% | +568.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling