+556.6%
SNPS vs SFM
+293.3%
+263.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.2% |
| 7D | -5.5% | -5.8% | +0.3% | -5.0% |
| 30D | -5.8% | -11.4% | +5.6% | -4.8% |
| 3M | -17.2% | -12.2% | -5.0% | -16.4% |
| 6M | -10.4% | -5.2% | -5.2% | -10.7% |
| YTD | -16.5% | -4.5% | -12.1% | -17.0% |
| 1Y | -35.6% | -45.4% | +9.8% | -31.8% |
| 3Y | -14.6% | +91.1% | -105.7% | -21.4% |
| 5Y | +16.5% | +226.8% | -210.3% | +0.5% |
| 10Y | +556.6% | +291.9% | +264.6% | +435.4% |
| All | +556.6% | +293.3% | +263.2% | +435.4% |
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