+828.4%
SPYM vs SNPS
+1,968.5%
-1,140.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.0% | +1.5% |
| 7D | +0.1% | -11.0% | +11.1% | +4.1% |
| 30D | +0.1% | -1.7% | +1.8% | 0.0% |
| 3M | +2.0% | -20.4% | +22.4% | +9.3% |
| 6M | +13.1% | -8.6% | +21.7% | +14.4% |
| YTD | +13.6% | -16.2% | +29.8% | +17.7% |
| 1Y | +20.1% | -34.6% | +54.6% | +29.0% |
| 3Y | +77.6% | -14.5% | +92.0% | +63.1% |
| 5Y | +82.5% | +17.0% | +65.6% | +41.8% |
| 10Y | +317.6% | +560.0% | -242.4% | +51.0% |
| All | +828.4% | +1,968.5% | -1,140.1% | +116.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling