+17.1%
SNPS vs SM
+107.8%
-90.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -5.0% |
| 7D | -11.0% | +0.1% | -11.1% | -11.0% |
| 30D | -1.7% | +26.3% | -28.0% | -5.0% |
| 3M | -20.4% | +8.7% | -29.0% | -21.7% |
| 6M | -8.6% | +51.7% | -60.3% | -15.7% |
| YTD | -16.2% | +99.0% | -115.2% | -26.4% |
| 1Y | -34.6% | +34.6% | -69.2% | -39.1% |
| 3Y | -14.5% | -7.8% | -6.7% | -18.0% |
| All | +17.1% | +107.8% | -90.7% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling