+19.8%
SNPS vs EME
+575.5%
-555.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.3% | -1.8% |
| 7D | +0.9% | +3.5% | -2.6% | -0.7% |
| 30D | -3.6% | -6.3% | +2.7% | -1.1% |
| 3M | -12.9% | -3.8% | -9.2% | -12.7% |
| 6M | -8.2% | +8.5% | -16.7% | -13.8% |
| YTD | -15.4% | +27.8% | -43.2% | -27.0% |
| 1Y | -9.3% | +22.2% | -31.5% | -21.3% |
| 3Y | -14.0% | +253.5% | -267.4% | -58.7% |
| All | +19.8% | +575.5% | -555.7% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling