+556.6%
SNPS vs SM
+12.3%
+544.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -0.7% |
| 7D | -5.5% | -0.2% | -5.3% | -5.5% |
| 30D | -5.8% | +31.5% | -37.3% | -7.8% |
| 3M | -17.2% | +17.3% | -34.5% | -18.5% |
| 6M | -10.4% | +48.5% | -58.9% | -13.8% |
| YTD | -16.5% | +106.3% | -122.8% | -22.0% |
| 1Y | -35.6% | +47.3% | -82.9% | -38.4% |
| 3Y | -14.6% | -1.4% | -13.2% | -16.8% |
| 5Y | +16.5% | +114.0% | -97.6% | +6.5% |
| 10Y | +556.6% | +12.5% | +544.1% | +424.2% |
| All | +556.6% | +12.3% | +544.2% | +424.2% |
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