-10.5%
SNPS vs EFV
+5.7%
-16.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.2% | -1.0% | +0.8% | -0.1% |
| 30D | -8.0% | +3.1% | -11.1% | -8.3% |
| 3M | +12.5% | -1.2% | +13.7% | +13.4% |
| 6M | -10.5% | +5.6% | -16.1% | -11.8% |
| All | -10.5% | +5.7% | -16.2% | -11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling