+5,680.3%
SNPS vs EFX
+6,272.9%
-592.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | +1.1% | -0.8% | +1.8% | +1.3% |
| 30D | -5.2% | +25.1% | -30.3% | -13.8% |
| 3M | +10.6% | +1.7% | +8.9% | +8.1% |
| 6M | -10.6% | +18.4% | -29.0% | -18.6% |
| YTD | -3.1% | -12.5% | +9.4% | -1.7% |
| 1Y | +15.6% | -8.1% | +23.6% | +14.9% |
| 3Y | -12.9% | +4.8% | -17.7% | -19.1% |
| 5Y | +31.2% | -30.1% | +61.3% | +40.6% |
| 10Y | +663.4% | +81.5% | +581.9% | +458.4% |
| All | +5,680.3% | +6,272.9% | -592.6% | +1,407.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling