+28.0%
SNPS vs SMR
-3.5%
+31.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.4% |
| 7D | -11.0% | +4.4% | -15.4% | -11.3% |
| 30D | -1.7% | +3.4% | -5.2% | -2.1% |
| 3M | -20.4% | -19.2% | -1.2% | -19.5% |
| 6M | -8.6% | -22.6% | +14.0% | -8.0% |
| YTD | -16.2% | -31.5% | +15.4% | -15.1% |
| 1Y | -34.6% | -73.1% | +38.5% | -30.4% |
| 3Y | -14.5% | +55.0% | -69.4% | -19.1% |
| All | +28.0% | -3.5% | +31.5% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling