+17.1%
SNPS vs ED
+67.1%
-50.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -5.6% |
| 7D | -11.0% | -0.2% | -10.8% | -11.0% |
| 30D | -1.7% | -0.1% | -1.6% | -1.7% |
| 3M | -20.4% | +3.9% | -24.3% | -19.9% |
| 6M | -8.6% | -3.0% | -5.6% | -8.7% |
| YTD | -16.2% | +10.7% | -26.8% | -15.5% |
| 1Y | -34.6% | +13.3% | -47.9% | -34.0% |
| 3Y | -14.5% | +34.5% | -49.0% | -16.7% |
| All | +17.1% | +67.1% | -50.0% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling