+691.2%
SNPS vs EMR
+319.4%
+371.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.4% | -0.8% | +1.6% |
| 7D | +0.2% | +2.1% | -2.0% | -0.8% |
| 30D | -8.4% | +4.8% | -13.2% | -10.3% |
| 3M | +12.3% | +7.5% | +4.8% | +8.6% |
| 6M | -9.6% | +20.9% | -30.4% | -17.7% |
| YTD | -0.6% | +29.2% | -29.8% | -13.4% |
| 1Y | +18.7% | +33.0% | -14.3% | +1.9% |
| 3Y | -7.6% | +109.8% | -117.3% | -35.9% |
| 5Y | +34.1% | +91.9% | -57.9% | -4.4% |
| 10Y | +691.2% | +301.5% | +389.7% | +333.5% |
| All | +691.2% | +319.4% | +371.8% | +333.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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