+684.5%
SNPS vs SM
+4.2%
+680.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.6% |
| 7D | -0.6% | -19.5% | +18.9% | +0.9% |
| 30D | -9.8% | -20.2% | +10.4% | -8.4% |
| 3M | +11.7% | -6.5% | +18.2% | +11.9% |
| 6M | -10.9% | +1.6% | -12.5% | -11.8% |
| YTD | -2.1% | +61.2% | -63.3% | -7.0% |
| 1Y | +14.8% | +65.4% | -50.6% | +8.7% |
| 3Y | -11.3% | -13.0% | +1.7% | -12.8% |
| 5Y | +36.2% | -4.3% | +40.5% | +31.0% |
| 10Y | +684.5% | +3.0% | +681.5% | +521.1% |
| All | +684.5% | +4.2% | +680.3% | +521.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling