+565.5%
SNPS vs EFX
+41.8%
+523.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.2% |
| 7D | -5.5% | -9.4% | +3.9% | -1.3% |
| 30D | -4.5% | -6.9% | +2.4% | -1.8% |
| 3M | -15.5% | +0.1% | -15.6% | -17.0% |
| 6M | -10.1% | -17.3% | +7.3% | -4.1% |
| YTD | -16.3% | -21.8% | +5.5% | -8.9% |
| 1Y | -34.9% | -32.5% | -2.4% | -23.9% |
| 3Y | -14.4% | -12.3% | -2.0% | -14.7% |
| 5Y | +17.9% | -36.6% | +54.5% | +33.5% |
| All | +565.5% | +41.8% | +523.7% | +427.2% |
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