+572.1%
SNPS vs EME
+1,301.6%
-729.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | -4.6% | +0.9% | -5.5% | -5.0% |
| 30D | -3.3% | -8.4% | +5.0% | -0.3% |
| 3M | -13.8% | -3.6% | -10.2% | -13.8% |
| 6M | -8.2% | +3.6% | -11.8% | -11.3% |
| YTD | -15.4% | +22.5% | -38.0% | -23.9% |
| 1Y | +2.4% | +18.2% | -15.8% | -7.3% |
| 3Y | -13.5% | +238.4% | -251.9% | -49.2% |
| 5Y | +19.5% | +550.5% | -531.1% | -45.4% |
| All | +572.1% | +1,301.6% | -729.4% | +130.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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