+5,491.2%
SNPS vs ECL
+13,842.7%
-8,351.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -3.6% |
| 7D | -10.2% | +1.7% | -11.8% | -10.9% |
| 30D | -12.8% | +8.9% | -21.7% | -16.3% |
| 3M | +9.9% | +7.4% | +2.4% | +5.8% |
| 6M | -12.4% | +19.3% | -31.7% | -20.1% |
| YTD | -6.3% | +17.4% | -23.7% | -14.3% |
| 1Y | +7.6% | +19.4% | -11.8% | -2.6% |
| 3Y | -9.8% | +80.5% | -90.2% | -33.2% |
| 5Y | +29.2% | +40.2% | -11.0% | +6.6% |
| 10Y | +663.8% | +207.8% | +455.9% | +335.9% |
| All | +5,491.2% | +13,842.7% | -8,351.5% | +797.2% |
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