+35.8%
SNPS vs EFV
+93.3%
-57.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.2% | -1.0% | +0.8% | +0.7% |
| 30D | -8.0% | +3.1% | -11.1% | -10.4% |
| 3M | +12.5% | -1.2% | +13.7% | +13.4% |
| 6M | -10.5% | +5.6% | -16.1% | -15.2% |
| YTD | -1.6% | +15.8% | -17.4% | -15.0% |
| 1Y | +16.8% | +20.0% | -3.2% | -2.5% |
| 3Y | -10.9% | +91.0% | -101.9% | -51.7% |
| 5Y | +35.8% | +93.7% | -57.9% | -28.4% |
| All | +35.8% | +93.3% | -57.5% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling