+17.1%
SNPS vs ECL
+31.2%
-14.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | -11.0% | -2.6% | -8.4% | -9.7% |
| 30D | -1.7% | -2.2% | +0.4% | -0.8% |
| 3M | -20.4% | +10.1% | -30.5% | -25.2% |
| 6M | -8.6% | -5.7% | -2.9% | -6.4% |
| YTD | -16.2% | +7.0% | -23.1% | -20.9% |
| 1Y | -34.6% | +2.7% | -37.2% | -36.8% |
| 3Y | -14.5% | +57.7% | -72.2% | -38.3% |
| All | +17.1% | +31.2% | -14.1% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling