-35.6%
SNPS vs EL
+15.2%
-50.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | -5.5% | +1.7% | -7.2% | -5.9% |
| 30D | -5.8% | +15.5% | -21.2% | -8.6% |
| 3M | -17.2% | +20.6% | -37.8% | -20.8% |
| 6M | -10.4% | +10.5% | -20.8% | -13.8% |
| YTD | -16.5% | -1.9% | -14.7% | -20.3% |
| 1Y | -35.6% | +16.1% | -51.7% | -43.7% |
| All | -35.6% | +15.2% | -50.8% | -43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling