+318.0%
SPYM vs SNPS
+585.4%
-267.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | -0.8% | +0.9% | -1.7% | -1.1% |
| 30D | -1.1% | -3.6% | +2.5% | -0.5% |
| 3M | +3.9% | -12.9% | +16.8% | +7.7% |
| 6M | +13.6% | -8.2% | +21.8% | +14.7% |
| YTD | +12.7% | -15.4% | +28.1% | +16.2% |
| 1Y | +17.6% | -9.3% | +26.9% | +16.9% |
| 3Y | +77.2% | -14.0% | +91.2% | +60.6% |
| 5Y | +84.1% | +19.5% | +64.6% | +37.8% |
| All | +318.0% | +585.4% | -267.3% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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