+16.0%
SNPS vs EMR
+29.8%
-13.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +5.1% | +2.7% | +2.4% | +4.1% |
| 30D | -6.4% | +2.1% | -8.5% | -6.9% |
| 3M | +12.2% | +2.3% | +10.0% | +11.3% |
| 6M | -9.8% | +22.5% | -32.3% | -15.4% |
| YTD | -1.5% | +27.2% | -28.7% | -11.0% |
| 1Y | +16.0% | +28.0% | -12.0% | +5.5% |
| All | +16.0% | +29.8% | -13.8% | +5.5% |
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 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