-14.9%
SNPS vs SPMO
+159.2%
-174.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -5.5% | +2.7% | -8.2% | -8.0% |
| 30D | -4.5% | +1.1% | -5.6% | -5.5% |
| 3M | -15.5% | +2.0% | -17.5% | -19.4% |
| 6M | -10.1% | +26.5% | -36.6% | -33.9% |
| YTD | -16.3% | +26.5% | -42.8% | -38.4% |
| 1Y | -34.9% | +27.9% | -62.9% | -52.8% |
| All | -14.9% | +159.2% | -174.1% | -73.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling