-14.6%
SNPS vs DE
+72.4%
-87.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | -0.1% |
| 7D | -5.5% | +0.7% | -6.2% | -5.6% |
| 30D | -5.8% | +9.6% | -15.4% | -7.6% |
| 3M | -17.2% | +19.0% | -36.2% | -20.5% |
| 6M | -10.4% | +16.1% | -26.4% | -13.8% |
| YTD | -16.5% | +47.0% | -63.6% | -26.2% |
| 1Y | -35.6% | +43.1% | -78.8% | -42.6% |
| 3Y | -14.6% | +77.5% | -92.1% | -27.5% |
| All | -14.6% | +72.4% | -87.0% | -27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling