-12.9%
SNPS vs EME
+216.1%
-229.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +1.1% | +8.4% | -7.3% | -2.2% |
| 30D | -5.2% | -11.5% | +6.3% | -0.7% |
| 3M | +10.6% | -20.6% | +31.2% | +20.6% |
| 6M | -10.6% | -28.5% | +17.9% | +1.3% |
| YTD | -3.1% | +8.0% | -11.1% | -10.1% |
| 1Y | +15.6% | +6.8% | +8.8% | +7.7% |
| 3Y | -12.9% | +213.9% | -226.8% | -47.5% |
| All | -12.9% | +216.1% | -229.0% | -47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling