+11.2%
SNPS vs UMC
+112.5%
-101.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -3.9% | -14.7% | +10.7% | -1.3% |
| 30D | -5.2% | -32.9% | +27.6% | +1.1% |
| 3M | +14.6% | -22.2% | +36.8% | +19.2% |
| 6M | -6.9% | +25.9% | -32.9% | -14.2% |
| YTD | -1.4% | +107.9% | -109.4% | -21.7% |
| 1Y | +11.2% | +115.0% | -103.8% | -13.5% |
| All | +11.2% | +112.5% | -101.3% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling