-12.9%
SNPS vs ECL
+79.8%
-92.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.1% |
| 7D | +1.1% | +2.9% | -1.8% | +0.2% |
| 30D | -5.2% | +7.5% | -12.6% | -7.2% |
| 3M | +10.6% | +12.2% | -1.7% | +6.4% |
| 6M | -10.6% | +24.6% | -35.2% | -17.8% |
| YTD | -3.1% | +18.8% | -21.9% | -10.3% |
| 1Y | +15.6% | +19.3% | -3.8% | +6.4% |
| 3Y | -12.9% | +78.2% | -91.1% | -28.0% |
| All | -12.9% | +79.8% | -92.8% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling