+572.1%
SNPS vs EFV
+167.0%
+405.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | -4.6% | -2.0% | -2.6% | -3.0% |
| 30D | -3.3% | -0.2% | -3.2% | -3.2% |
| 3M | -13.8% | +9.1% | -22.9% | -20.1% |
| 6M | -8.2% | +11.7% | -19.9% | -16.6% |
| YTD | -15.4% | +17.0% | -32.5% | -26.4% |
| 1Y | +2.4% | +26.7% | -24.3% | -16.6% |
| 3Y | -13.5% | +90.2% | -103.6% | -49.8% |
| 5Y | +19.5% | +96.1% | -76.6% | -32.7% |
| All | +572.1% | +167.0% | +405.1% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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