+3,216.5%
SNPS vs EME
+61,143.5%
-57,927.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.9% |
| 7D | -11.0% | +1.9% | -12.9% | -11.5% |
| 30D | -1.7% | -8.3% | +6.5% | +0.5% |
| 3M | -20.4% | -10.7% | -9.6% | -18.6% |
| 6M | -8.6% | +1.9% | -10.5% | -10.3% |
| YTD | -16.2% | +23.5% | -39.6% | -22.1% |
| 1Y | -34.6% | +18.0% | -52.5% | -38.9% |
| 3Y | -14.5% | +236.1% | -250.6% | -40.4% |
| 5Y | +17.0% | +527.9% | -510.9% | -31.0% |
| 10Y | +560.0% | +1,252.8% | -692.7% | +208.8% |
| All | +3,216.5% | +61,143.5% | -57,927.0% | +761.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling