-14.6%
SNPS vs SMR
+88.2%
-102.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +15.3% | -15.7% | -1.7% |
| 7D | -5.5% | +21.4% | -26.9% | -7.0% |
| 30D | -5.8% | +13.8% | -19.6% | -6.9% |
| 3M | -17.2% | +3.9% | -21.1% | -18.0% |
| 6M | -10.4% | -4.2% | -6.2% | -11.3% |
| YTD | -16.5% | -21.1% | +4.6% | -16.6% |
| 1Y | -35.6% | -67.1% | +31.4% | -32.7% |
| 3Y | -14.6% | +88.9% | -103.5% | -18.3% |
| All | -14.6% | +88.2% | -102.8% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling