+572.1%
SNPS vs SPMO
+514.3%
+57.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +2.9% |
| 7D | -4.6% | +0.1% | -4.7% | -4.8% |
| 30D | -3.3% | -0.7% | -2.7% | -2.8% |
| 3M | -13.8% | +2.8% | -16.6% | -18.3% |
| 6M | -8.2% | +24.4% | -32.6% | -29.5% |
| YTD | -15.4% | +24.2% | -39.6% | -34.8% |
| 1Y | +2.4% | +24.5% | -22.1% | -20.9% |
| 3Y | -13.5% | +155.6% | -169.1% | -68.4% |
| 5Y | +19.5% | +148.2% | -128.7% | -54.5% |
| All | +572.1% | +514.3% | +57.8% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling