+556.6%
SNPS vs ECL
+153.2%
+403.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.2% |
| 7D | -5.5% | -0.8% | -4.7% | -5.1% |
| 30D | -5.8% | -2.5% | -3.3% | -4.6% |
| 3M | -17.2% | +8.3% | -25.5% | -21.4% |
| 6M | -10.4% | -1.1% | -9.3% | -10.8% |
| YTD | -16.5% | +6.5% | -23.1% | -20.8% |
| 1Y | -35.6% | +2.1% | -37.7% | -37.5% |
| 3Y | -14.6% | +57.6% | -72.2% | -36.6% |
| 5Y | +16.5% | +28.1% | -11.6% | -4.3% |
| 10Y | +556.6% | +153.2% | +403.3% | +268.3% |
| All | +556.6% | +153.2% | +403.4% | +268.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling