-34.9%
SNPS vs EMR
+15.1%
-50.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | -5.5% | +0.9% | -6.4% | -5.8% |
| 30D | -4.5% | -5.0% | +0.5% | -3.0% |
| 3M | -15.5% | +5.9% | -21.4% | -17.4% |
| 6M | -10.1% | +7.3% | -17.4% | -13.3% |
| YTD | -16.3% | +14.6% | -30.8% | -23.2% |
| 1Y | -34.9% | +15.6% | -50.6% | -40.4% |
| All | -34.9% | +15.1% | -50.1% | -40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling