+17.1%
SNPS vs EL
-67.1%
+84.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.0% | -8.4% | -6.2% |
| 7D | -11.0% | +0.8% | -11.8% | -11.2% |
| 30D | -1.7% | +19.8% | -21.6% | -7.1% |
| 3M | -20.4% | +25.7% | -46.1% | -26.0% |
| 6M | -8.6% | +5.4% | -14.1% | -11.4% |
| YTD | -16.2% | +0.2% | -16.4% | -18.6% |
| 1Y | -34.6% | +20.4% | -55.0% | -40.1% |
| 3Y | -14.5% | -32.1% | +17.7% | -10.1% |
| All | +17.1% | -67.1% | +84.2% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling