-14.0%
SNPS vs EL
-29.8%
+15.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.0% | -8.4% | -6.0% |
| 7D | -11.0% | +0.8% | -11.8% | -11.2% |
| 30D | -1.7% | +19.8% | -21.6% | -5.2% |
| 3M | -20.4% | +25.7% | -46.1% | -24.0% |
| 6M | -8.6% | +5.4% | -14.1% | -10.6% |
| YTD | -16.2% | +0.2% | -16.4% | -17.8% |
| 1Y | -34.6% | +20.4% | -55.0% | -38.1% |
| All | -14.0% | -29.8% | +15.8% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling