+5,829.8%
SNPS vs ECL
+13,884.2%
-8,054.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.6% | +2.7% |
| 7D | +0.2% | -0.5% | +0.7% | +0.4% |
| 30D | -8.4% | +8.8% | -17.3% | -12.1% |
| 3M | +12.3% | +7.8% | +4.4% | +7.9% |
| 6M | -9.6% | +21.3% | -30.9% | -18.1% |
| YTD | -0.6% | +17.8% | -18.4% | -9.3% |
| 1Y | +18.7% | +21.1% | -2.4% | +6.7% |
| 3Y | -7.6% | +80.1% | -87.6% | -31.4% |
| 5Y | +34.1% | +40.5% | -6.4% | +10.5% |
| 10Y | +691.2% | +197.7% | +493.5% | +357.9% |
| All | +5,829.8% | +13,884.2% | -8,054.5% | +850.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling