-14.6%
SNPS vs EFV
+92.7%
-107.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.1% |
| 7D | -5.5% | +1.0% | -6.5% | -6.3% |
| 30D | -5.8% | +0.2% | -5.9% | -5.9% |
| 3M | -17.2% | +9.6% | -26.8% | -23.7% |
| 6M | -10.4% | +14.0% | -24.4% | -20.4% |
| YTD | -16.5% | +18.5% | -35.0% | -29.1% |
| 1Y | -35.6% | +27.9% | -63.5% | -49.3% |
| 3Y | -14.6% | +92.4% | -107.1% | -51.9% |
| All | -14.6% | +92.7% | -107.3% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling