+556.6%
SNPS vs ED
+104.2%
+452.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -5.5% | +0.5% | -6.0% | -5.5% |
| 30D | -5.8% | +1.1% | -6.9% | -5.9% |
| 3M | -17.2% | +4.6% | -21.9% | -17.8% |
| 6M | -10.4% | -2.0% | -8.4% | -10.3% |
| YTD | -16.5% | +11.7% | -28.2% | -18.4% |
| 1Y | -35.6% | +15.7% | -51.4% | -37.6% |
| 3Y | -14.6% | +34.4% | -49.0% | -21.7% |
| 5Y | +16.5% | +67.3% | -50.8% | -0.8% |
| 10Y | +556.6% | +104.0% | +452.5% | +427.6% |
| All | +556.6% | +104.2% | +452.4% | +427.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling