+2,145.4%
SNPS vs EFV
+258.8%
+1,886.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.3% |
| 7D | -11.0% | +1.5% | -12.5% | -11.8% |
| 30D | -1.7% | +1.7% | -3.5% | -2.8% |
| 3M | -20.4% | +8.6% | -29.0% | -24.5% |
| 6M | -8.6% | +11.7% | -20.3% | -14.9% |
| YTD | -16.2% | +19.3% | -35.4% | -25.2% |
| 1Y | -34.6% | +30.2% | -64.8% | -44.7% |
| 3Y | -14.5% | +91.6% | -106.0% | -42.8% |
| 5Y | +17.0% | +96.4% | -79.4% | -22.7% |
| 10Y | +560.0% | +166.5% | +393.6% | +263.5% |
| All | +2,145.4% | +258.8% | +1,886.5% | +986.9% |
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 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