+691.2%
SNPS vs SM
+4.9%
+686.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.7% | +6.4% | +3.9% |
| 7D | +0.2% | -22.3% | +22.5% | +2.0% |
| 30D | -8.4% | -21.4% | +12.9% | -6.9% |
| 3M | +12.3% | +1.4% | +10.9% | +11.7% |
| 6M | -9.6% | +0.1% | -9.7% | -10.3% |
| YTD | -0.6% | +59.0% | -59.5% | -5.5% |
| 1Y | +18.7% | +64.3% | -45.7% | +12.4% |
| 3Y | -7.6% | -13.1% | +5.6% | -9.1% |
| 5Y | +34.1% | -13.9% | +48.0% | +29.8% |
| 10Y | +691.2% | +1.7% | +689.5% | +526.9% |
| All | +691.2% | +4.9% | +686.3% | +526.9% |
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