+17.9%
SNPS vs DE
+96.1%
-78.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -5.5% | -3.0% | -2.4% | -4.8% |
| 30D | -4.5% | +11.1% | -15.6% | -7.1% |
| 3M | -15.5% | +17.6% | -33.1% | -19.2% |
| 6M | -10.1% | +13.6% | -23.7% | -13.6% |
| YTD | -16.3% | +46.3% | -62.5% | -25.9% |
| 1Y | -34.9% | +44.2% | -79.1% | -42.2% |
| 3Y | -14.4% | +76.6% | -90.9% | -28.8% |
| 5Y | +17.9% | +98.2% | -80.3% | -6.7% |
| All | +17.9% | +96.1% | -78.2% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling