+672.5%
SNPS vs EFX
+80.8%
+591.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -0.2% | -2.0% | +1.8% | +0.6% |
| 30D | -8.0% | +27.9% | -35.9% | -18.3% |
| 3M | +12.5% | +3.8% | +8.6% | +8.7% |
| 6M | -10.5% | +13.0% | -23.5% | -17.9% |
| YTD | -1.6% | -12.4% | +10.8% | +0.4% |
| 1Y | +16.8% | -10.4% | +27.2% | +17.7% |
| 3Y | -10.9% | +4.4% | -15.4% | -19.0% |
| 5Y | +35.8% | -28.9% | +64.7% | +44.4% |
| All | +672.5% | +80.8% | +591.8% | +428.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling