-34.6%
SNPS vs ED
+12.4%
-47.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -6.6% |
| 7D | -11.0% | -0.2% | -10.8% | -11.2% |
| 30D | -1.7% | -0.1% | -1.6% | -1.7% |
| 3M | -20.4% | +3.9% | -24.3% | -16.9% |
| 6M | -8.6% | -3.0% | -5.6% | -10.1% |
| YTD | -16.2% | +10.7% | -26.8% | -6.6% |
| 1Y | -34.6% | +13.3% | -47.9% | -26.3% |
| All | -34.6% | +12.4% | -47.0% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling