+4,901.1%
SNPS vs DE
+16,609.2%
-11,708.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -11.0% | +10.0% | -21.0% | -13.6% |
| 30D | -1.7% | +13.3% | -15.1% | -5.6% |
| 3M | -20.4% | +17.5% | -37.9% | -24.5% |
| 6M | -8.6% | +13.6% | -22.2% | -13.1% |
| YTD | -16.2% | +49.8% | -65.9% | -27.0% |
| 1Y | -34.6% | +47.9% | -82.4% | -42.8% |
| 3Y | -14.5% | +72.5% | -87.0% | -29.5% |
| 5Y | +17.0% | +90.2% | -73.2% | -8.5% |
| 10Y | +560.0% | +865.4% | -305.3% | +206.0% |
| All | +4,901.1% | +16,609.2% | -11,708.1% | +700.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling