+627.7%
GEV vs SNPS
-33.1%
+660.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | +3.2% | -5.5% | +8.6% | +4.9% |
| 30D | -4.0% | -4.5% | +0.5% | -3.0% |
| 3M | +3.4% | -15.5% | +18.9% | +8.4% |
| 6M | +14.7% | -10.1% | +24.8% | +17.3% |
| YTD | +45.8% | -16.3% | +62.1% | +51.4% |
| 1Y | +57.4% | -34.9% | +92.3% | +70.6% |
| All | +627.7% | -33.1% | +660.7% | +621.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling