+33.3%
SNPS vs UMC
+82.2%
-48.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +0.9% |
| 7D | +5.1% | +17.8% | -12.7% | -1.2% |
| 30D | -6.4% | -29.6% | +23.2% | +5.7% |
| 3M | +12.2% | -18.4% | +30.6% | +18.6% |
| 6M | -9.8% | -0.1% | -9.7% | -17.4% |
| YTD | -1.5% | +104.0% | -105.5% | -38.8% |
| 1Y | +16.0% | +121.5% | -105.5% | -31.1% |
| 3Y | -10.8% | +135.0% | -145.8% | -50.1% |
| 5Y | +33.3% | +83.0% | -49.7% | -16.9% |
| All | +33.3% | +82.2% | -48.9% | -16.9% |
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