+660.9%
SNPS vs EMR
+279.2%
+381.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.6% |
| 7D | +1.1% | +2.8% | -1.8% | -0.3% |
| 30D | -5.2% | +3.7% | -8.8% | -6.6% |
| 3M | +10.6% | +2.0% | +8.5% | +9.6% |
| 6M | -10.6% | +22.1% | -32.7% | -19.0% |
| YTD | -3.1% | +27.2% | -30.3% | -15.0% |
| 1Y | +15.6% | +32.0% | -16.5% | -0.5% |
| 3Y | -12.9% | +103.3% | -116.2% | -38.9% |
| 5Y | +31.2% | +88.2% | -57.0% | -5.7% |
| All | +660.9% | +279.2% | +381.7% | +312.1% |
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