+11.2%
SNPS vs SM
+70.4%
-59.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -15.3% | +15.3% | -0.5% |
| 7D | -3.9% | -21.5% | +17.6% | -4.7% |
| 30D | -5.2% | -11.4% | +6.2% | -5.6% |
| 3M | +14.6% | +0.6% | +14.0% | +14.6% |
| 6M | -6.9% | +0.2% | -7.2% | -6.5% |
| YTD | -1.4% | +69.7% | -71.1% | -5.3% |
| 1Y | +11.2% | +71.6% | -60.4% | +7.1% |
| All | +11.2% | +70.4% | -59.2% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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