+811.4%
SPYM vs SNPS
+2,290.8%
-1,479.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | +2.6% | +1.1% | +1.5% | +2.2% |
| 30D | -2.0% | -5.2% | +3.2% | -0.4% |
| 3M | -2.8% | +10.6% | -13.3% | -7.4% |
| 6M | +2.2% | -10.6% | +12.8% | +4.1% |
| YTD | +11.5% | -3.1% | +14.6% | +9.0% |
| 1Y | +13.5% | +15.6% | -2.0% | +3.8% |
| 3Y | +78.0% | -12.9% | +91.0% | +63.1% |
| 5Y | +73.1% | +31.2% | +42.0% | +28.8% |
| 10Y | +310.9% | +663.4% | -352.5% | +40.2% |
| All | +811.4% | +2,290.8% | -1,479.4% | +100.7% |
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