-7.6%
SNPS vs EL
+1.5%
-9.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.8% | +3.1% |
| 7D | +0.2% | +8.0% | -7.8% | -1.2% |
| 30D | -8.4% | +15.4% | -23.8% | -11.0% |
| 3M | +12.3% | +28.5% | -16.3% | +6.3% |
| 6M | -9.6% | +32.2% | -41.8% | -15.3% |
| YTD | -0.6% | +9.2% | -9.8% | -4.5% |
| 1Y | +18.7% | +30.8% | -12.1% | +9.5% |
| 3Y | -7.6% | +3.7% | -11.2% | -17.1% |
| All | -7.6% | +1.5% | -9.1% | -17.1% |
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