+675.0%
SNPS vs ED
+141.1%
+533.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -0.2% | -0.9% | +0.7% | -0.1% |
| 30D | -8.0% | +11.2% | -19.2% | -9.2% |
| 3M | +12.5% | +11.8% | +0.7% | +10.9% |
| 6M | -10.5% | +14.1% | -24.6% | -12.1% |
| YTD | -1.6% | +23.0% | -24.6% | -4.9% |
| 1Y | +16.8% | +23.7% | -6.8% | +12.7% |
| 3Y | -10.9% | +47.7% | -58.7% | -19.0% |
| 5Y | +35.8% | +82.6% | -46.8% | +15.0% |
| 10Y | +675.0% | +141.8% | +533.2% | +514.8% |
| All | +675.0% | +141.1% | +533.9% | +514.8% |
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