+2,534.7%
SNPS vs EFV
+248.4%
+2,286.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.2% | -1.0% | +0.8% | +0.5% |
| 30D | -8.0% | +3.1% | -11.1% | -9.8% |
| 3M | +12.5% | -1.2% | +13.7% | +13.1% |
| 6M | -10.5% | +5.6% | -16.1% | -13.7% |
| YTD | -1.6% | +15.8% | -17.4% | -10.7% |
| 1Y | +16.8% | +20.0% | -3.2% | +3.7% |
| 3Y | -10.9% | +91.0% | -101.9% | -40.4% |
| 5Y | +35.8% | +93.7% | -57.9% | -9.6% |
| 10Y | +675.0% | +160.9% | +514.1% | +331.9% |
| All | +2,534.7% | +248.4% | +2,286.3% | +1,196.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling