+660.9%
SNPS vs DE
+762.0%
-101.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -5.2% | +3.6% | -8.7% | -6.1% |
| 3M | +10.6% | +10.2% | +0.3% | +6.6% |
| 6M | -10.6% | +16.6% | -27.2% | -15.7% |
| YTD | -3.1% | +45.8% | -48.9% | -16.1% |
| 1Y | +15.6% | +43.9% | -28.3% | +0.2% |
| 3Y | -12.9% | +89.6% | -102.6% | -31.8% |
| 5Y | +31.2% | +100.3% | -69.1% | -1.9% |
| All | +660.9% | +762.0% | -101.1% | +278.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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