+660.9%
SNPS vs UMC
+1,272.7%
-611.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.9% |
| 7D | +1.1% | +11.2% | -10.1% | -2.3% |
| 30D | -5.2% | -28.0% | +22.9% | +4.2% |
| 3M | +10.6% | -20.5% | +31.1% | +16.9% |
| 6M | -10.6% | -1.6% | -9.1% | -14.9% |
| YTD | -3.1% | +99.4% | -102.5% | -29.0% |
| 1Y | +15.6% | +120.4% | -104.9% | -18.2% |
| 3Y | -12.9% | +134.2% | -147.2% | -40.2% |
| 5Y | +31.2% | +78.8% | -47.7% | -5.2% |
| All | +660.9% | +1,272.7% | -611.8% | +220.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling