+660.9%
SNPS vs SM
+18.0%
+642.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +1.1% | +9.4% | -8.3% | +0.3% |
| 30D | -5.2% | -14.4% | +9.2% | -4.2% |
| 3M | +10.6% | +1.6% | +9.0% | +10.0% |
| 6M | -10.6% | +6.3% | -17.0% | -11.7% |
| YTD | -3.1% | +78.8% | -81.9% | -8.7% |
| 1Y | +15.6% | +83.1% | -67.6% | +8.6% |
| 3Y | -12.9% | -5.9% | -7.0% | -15.0% |
| 5Y | +31.2% | +4.8% | +26.4% | +25.3% |
| All | +660.9% | +18.0% | +642.9% | +498.3% |
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