+5,491.2%
SNPS vs ED
+2,425.6%
+3,065.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -5.1% |
| 7D | -10.2% | +5.2% | -15.3% | -11.3% |
| 30D | -12.8% | +15.5% | -28.4% | -15.9% |
| 3M | +9.9% | +13.0% | -3.2% | +6.4% |
| 6M | -12.4% | +13.1% | -25.5% | -15.3% |
| YTD | -6.3% | +25.3% | -31.5% | -12.2% |
| 1Y | +7.6% | +30.5% | -22.9% | -0.4% |
| 3Y | -9.8% | +49.3% | -59.1% | -21.2% |
| 5Y | +29.2% | +84.6% | -55.3% | +4.9% |
| 10Y | +663.8% | +135.4% | +528.3% | +460.9% |
| All | +5,491.2% | +2,425.6% | +3,065.7% | +1,603.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling