-34.6%
SNPS vs UMC
+209.4%
-244.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.6% | -10.0% | -6.2% |
| 7D | -11.0% | +5.0% | -16.0% | -11.9% |
| 30D | -1.7% | +7.7% | -9.4% | -3.3% |
| 3M | -20.4% | +1.7% | -22.0% | -22.1% |
| 6M | -8.6% | +113.9% | -122.5% | -28.0% |
| YTD | -16.2% | +168.9% | -185.1% | -42.3% |
| 1Y | -34.6% | +207.2% | -241.8% | -59.8% |
| All | -34.6% | +209.4% | -244.0% | -59.8% |
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