+16.5%
SNPS vs EAT
+326.5%
-310.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.2% |
| 7D | -5.5% | -4.9% | -0.6% | -4.6% |
| 30D | -5.8% | -1.2% | -4.6% | -5.9% |
| 3M | -17.2% | +52.2% | -69.4% | -24.3% |
| 6M | -10.4% | +65.0% | -75.4% | -20.2% |
| YTD | -16.5% | +55.0% | -71.6% | -25.1% |
| 1Y | -35.6% | +42.1% | -77.7% | -41.5% |
| 3Y | -14.6% | +614.7% | -629.3% | -50.4% |
| 5Y | +16.5% | +322.7% | -306.3% | -30.9% |
| All | +16.5% | +326.5% | -310.0% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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