+16.5%
SNPS vs EFX
-35.1%
+51.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +1.0% |
| 7D | -5.5% | -7.8% | +2.3% | -1.8% |
| 30D | -5.8% | -5.7% | 0.0% | -3.5% |
| 3M | -17.2% | +2.5% | -19.7% | -19.7% |
| 6M | -10.4% | -16.7% | +6.3% | -4.0% |
| YTD | -16.5% | -20.2% | +3.6% | -9.3% |
| 1Y | -35.6% | -31.4% | -4.3% | -23.8% |
| 3Y | -14.6% | -10.5% | -4.1% | -18.1% |
| 5Y | +16.5% | -35.2% | +51.7% | +42.7% |
| All | +16.5% | -35.1% | +51.5% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling