+50.2%
SNPS vs SMR
-48.0%
+98.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.2% | +1.9% | -2.1% | -0.5% |
| 30D | -8.0% | -21.9% | +13.9% | -6.4% |
| 3M | +12.5% | -47.1% | +59.6% | +17.6% |
| 6M | -10.5% | -60.6% | +50.2% | -4.8% |
| YTD | -1.6% | -63.1% | +61.5% | +4.0% |
| 1Y | +16.8% | -80.4% | +97.3% | +28.3% |
| 3Y | -10.9% | +150.2% | -161.2% | -18.0% |
| All | +50.2% | -48.0% | +98.1% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling