+16.5%
SNPS vs SMTC
+110.0%
-93.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.0% | -10.4% | -2.9% |
| 7D | -5.5% | +22.9% | -28.4% | -10.5% |
| 30D | -5.8% | +16.6% | -22.4% | -10.2% |
| 3M | -17.2% | +2.4% | -19.6% | -20.1% |
| 6M | -10.4% | +98.3% | -108.6% | -28.8% |
| YTD | -16.5% | +120.7% | -137.2% | -35.9% |
| 1Y | -35.6% | +168.3% | -203.9% | -53.6% |
| 3Y | -14.6% | +571.7% | -586.3% | -59.2% |
| 5Y | +16.5% | +114.0% | -97.5% | -0.3% |
| All | +16.5% | +110.0% | -93.6% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling