+5,740.6%
SNPS vs SMTC
+36,216.8%
-30,476.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.0% |
| 7D | -0.6% | -10.9% | +10.3% | +1.1% |
| 30D | -9.8% | -39.4% | +29.6% | -0.9% |
| 3M | +11.7% | -13.5% | +25.3% | +12.5% |
| 6M | -10.9% | -6.8% | -4.1% | -13.8% |
| YTD | -2.1% | +54.0% | -56.1% | -15.8% |
| 1Y | +14.8% | +50.8% | -36.0% | -1.1% |
| 3Y | -11.3% | +677.3% | -688.7% | -50.4% |
| 5Y | +36.2% | +28.7% | +7.5% | +6.9% |
| 10Y | +684.5% | +339.9% | +344.6% | +367.3% |
| All | +5,740.6% | +36,216.8% | -30,476.2% | +2,149.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling