+5,459.3%
SNPS vs SM
+1,360.8%
+4,098.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.1% | -0.1% |
| 7D | -0.2% | +0.3% | -0.5% | -0.2% |
| 30D | -8.0% | -17.3% | +9.3% | -6.5% |
| 3M | +12.5% | -3.6% | +16.1% | +12.4% |
| 6M | -10.5% | +2.9% | -13.4% | -11.7% |
| YTD | -1.6% | +70.2% | -71.8% | -8.6% |
| 1Y | +16.8% | +66.5% | -49.7% | +8.7% |
| 3Y | -10.9% | -8.2% | -2.7% | -13.3% |
| 5Y | +35.8% | -1.5% | +37.2% | +27.8% |
| 10Y | +675.0% | +11.9% | +663.1% | +468.8% |
| All | +5,459.3% | +1,360.8% | +4,098.5% | +2,307.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling