+19.8%
SNPS vs SPMO
+149.5%
-129.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.5% |
| 7D | +0.9% | -0.9% | +1.8% | +1.8% |
| 30D | -3.6% | -1.9% | -1.7% | -1.8% |
| 3M | -12.9% | -1.4% | -11.6% | -13.6% |
| 6M | -8.2% | +25.5% | -33.7% | -31.9% |
| YTD | -15.4% | +24.8% | -40.2% | -36.8% |
| 1Y | -9.3% | +24.5% | -33.8% | -31.8% |
| 3Y | -14.0% | +157.1% | -171.1% | -72.3% |
| All | +19.8% | +149.5% | -129.6% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling