+2,028.9%
SNPS vs UMC
+259.6%
+1,769.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.6% | -10.0% | -6.5% |
| 7D | -11.0% | +5.0% | -16.0% | -12.2% |
| 30D | -1.7% | +7.7% | -9.4% | -3.9% |
| 3M | -20.4% | +1.7% | -22.0% | -22.4% |
| 6M | -8.6% | +113.9% | -122.5% | -27.2% |
| YTD | -16.2% | +168.9% | -185.1% | -37.6% |
| 1Y | -34.6% | +207.2% | -241.8% | -52.9% |
| 3Y | -14.5% | +227.7% | -242.2% | -39.7% |
| 5Y | +17.0% | +118.0% | -101.1% | -10.2% |
| 10Y | +560.0% | +1,682.1% | -1,122.1% | +193.4% |
| All | +2,028.9% | +259.6% | +1,769.3% | +829.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling