+2,495.2%
SNPS vs EFV
+249.2%
+2,246.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.9% |
| 7D | +1.1% | +2.5% | -1.5% | -0.5% |
| 30D | -5.2% | +2.9% | -8.1% | -6.8% |
| 3M | +10.6% | -1.4% | +12.0% | +11.3% |
| 6M | -10.6% | +5.5% | -16.2% | -13.8% |
| YTD | -3.1% | +16.1% | -19.2% | -12.2% |
| 1Y | +15.6% | +20.3% | -4.7% | +2.4% |
| 3Y | -12.9% | +90.4% | -103.4% | -41.6% |
| 5Y | +31.2% | +93.5% | -62.3% | -12.7% |
| 10Y | +663.4% | +161.5% | +501.9% | +324.8% |
| All | +2,495.2% | +249.2% | +2,246.0% | +1,175.5% |
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