+620.7%
GEV vs SNPS
-33.0%
+653.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +1.7% |
| 7D | +3.3% | -11.0% | +14.3% | +7.0% |
| 30D | -7.5% | -1.7% | -5.7% | -7.4% |
| 3M | -2.2% | -20.4% | +18.2% | +4.6% |
| 6M | +12.1% | -8.6% | +20.7% | +14.0% |
| YTD | +44.4% | -16.2% | +60.5% | +49.9% |
| 1Y | +57.7% | -34.6% | +92.2% | +70.4% |
| All | +620.7% | -33.0% | +653.7% | +614.0% |
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