+935.6%
SNPS vs SFM
+132.6%
+803.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.9% | -8.3% | -5.7% |
| 7D | -11.0% | -0.1% | -10.9% | -11.0% |
| 30D | -1.7% | -4.4% | +2.6% | -1.5% |
| 3M | -20.4% | +1.5% | -21.9% | -20.8% |
| 6M | -8.6% | +6.5% | -15.1% | -10.0% |
| YTD | -16.2% | +2.2% | -18.3% | -17.2% |
| 1Y | -34.6% | -41.9% | +7.3% | -31.3% |
| 3Y | -14.5% | +106.8% | -121.2% | -22.0% |
| 5Y | +17.0% | +231.6% | -214.6% | +0.6% |
| 10Y | +560.0% | +258.4% | +301.6% | +444.2% |
| All | +935.6% | +132.6% | +803.0% | +797.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling