-34.6%
SNPS vs SMR
-76.3%
+41.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | -11.0% | +4.4% | -15.4% | -11.6% |
| 30D | -1.7% | +3.4% | -5.2% | -2.4% |
| 3M | -20.4% | -19.2% | -1.2% | -18.6% |
| 6M | -8.6% | -22.6% | +14.0% | -7.7% |
| YTD | -16.2% | -31.5% | +15.4% | -14.5% |
| 1Y | -34.6% | -73.1% | +38.5% | -29.6% |
| All | -34.6% | -76.3% | +41.7% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling