+574.2%
SNPS vs EL
+28.8%
+545.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.3% |
| 7D | -5.5% | -2.4% | -3.1% | -4.8% |
| 30D | -4.5% | +13.7% | -18.2% | -9.1% |
| 3M | -15.5% | +14.5% | -30.0% | -20.0% |
| 6M | -10.1% | +7.4% | -17.5% | -14.0% |
| YTD | -16.3% | -4.7% | -11.6% | -17.8% |
| 1Y | -34.9% | +12.9% | -47.9% | -40.1% |
| 3Y | -14.4% | -32.2% | +17.9% | -11.7% |
| 5Y | +17.9% | -68.4% | +86.3% | +71.7% |
| 10Y | +574.2% | +28.3% | +546.0% | +464.5% |
| All | +574.2% | +28.8% | +545.4% | +464.5% |
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