+17.9%
SNPS vs UMC
+145.1%
-127.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.0% | -3.7% | -1.2% |
| 7D | -5.5% | +13.6% | -19.1% | -10.0% |
| 30D | -4.5% | +20.8% | -25.2% | -11.5% |
| 3M | -15.5% | +16.1% | -31.6% | -23.7% |
| 6M | -10.1% | +137.3% | -147.4% | -42.8% |
| YTD | -16.3% | +193.8% | -210.0% | -53.6% |
| 1Y | -34.9% | +236.1% | -271.0% | -66.5% |
| 3Y | -14.4% | +267.1% | -281.5% | -59.0% |
| 5Y | +17.9% | +145.3% | -127.4% | -33.5% |
| All | +17.9% | +145.1% | -127.2% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling