+572.1%
SNPS vs DE
+867.0%
-294.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | -4.6% | -2.4% | -2.2% | -3.9% |
| 30D | -3.3% | +9.7% | -13.1% | -6.4% |
| 3M | -13.8% | +21.4% | -35.1% | -19.3% |
| 6M | -8.2% | +15.0% | -23.2% | -13.2% |
| YTD | -15.4% | +46.4% | -61.9% | -26.7% |
| 1Y | +2.4% | +45.6% | -43.2% | -11.3% |
| 3Y | -13.5% | +76.8% | -90.3% | -30.6% |
| 5Y | +19.5% | +99.4% | -80.0% | -10.5% |
| All | +572.1% | +867.0% | -294.9% | +193.7% |
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