-11.6%
SNPS vs SMTC
+772.6%
-784.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.9% | -1.7% |
| 7D | -0.2% | +12.9% | -13.0% | -3.3% |
| 30D | -8.0% | -25.6% | +17.6% | -3.2% |
| 3M | +12.5% | -4.5% | +17.0% | +10.8% |
| 6M | -10.5% | -8.3% | -2.2% | -13.2% |
| YTD | -1.6% | +69.9% | -71.5% | -18.5% |
| 1Y | +16.8% | +73.9% | -57.1% | -4.0% |
| All | -11.6% | +772.6% | -784.2% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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