+5,740.6%
SNPS vs EAT
+3,703.0%
+2,037.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -0.7% |
| 7D | -0.6% | -5.9% | +5.3% | +0.4% |
| 30D | -9.8% | +0.7% | -10.5% | -10.1% |
| 3M | +11.7% | -14.2% | +26.0% | +14.1% |
| 6M | -10.9% | +40.7% | -51.7% | -17.7% |
| YTD | -2.1% | +36.0% | -38.1% | -9.9% |
| 1Y | +14.8% | +83.1% | -68.3% | -0.7% |
| 3Y | -11.3% | +474.8% | -486.2% | -40.8% |
| 5Y | +36.2% | +347.6% | -311.4% | -7.8% |
| 10Y | +684.5% | +321.5% | +363.0% | +356.8% |
| All | +5,740.6% | +3,703.0% | +2,037.7% | +1,485.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling