+684.5%
SNPS vs EL
+60.9%
+623.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -0.6% | +7.6% | -8.3% | -3.0% |
| 30D | -9.8% | +15.7% | -25.5% | -14.3% |
| 3M | +11.7% | +30.5% | -18.8% | +1.0% |
| 6M | -10.9% | +32.5% | -43.5% | -20.6% |
| YTD | -2.1% | +9.4% | -11.5% | -8.7% |
| 1Y | +14.8% | +28.4% | -13.6% | +0.8% |
| 3Y | -11.3% | +4.4% | -15.8% | -22.9% |
| 5Y | +36.2% | -64.5% | +100.7% | +90.9% |
| 10Y | +684.5% | +64.9% | +619.6% | +504.3% |
| All | +684.5% | +60.9% | +623.6% | +504.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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