+27.8%
SNPS vs SMR
+7.6%
+20.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.6% |
| 7D | -5.5% | +13.1% | -18.5% | -6.5% |
| 30D | -4.5% | +17.8% | -22.2% | -5.9% |
| 3M | -15.5% | +8.1% | -23.6% | -16.5% |
| 6M | -10.1% | -11.1% | +1.0% | -10.5% |
| YTD | -16.3% | -23.7% | +7.4% | -16.1% |
| 1Y | -34.9% | -69.4% | +34.5% | -31.5% |
| 3Y | -14.4% | +82.6% | -97.0% | -20.2% |
| All | +27.8% | +7.6% | +20.2% | +17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling