-14.0%
SNPS vs EMR
+63.5%
-77.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -6.3% |
| 7D | -11.0% | -1.5% | -9.5% | -10.3% |
| 30D | -1.7% | -5.6% | +3.9% | +0.9% |
| 3M | -20.4% | +7.9% | -28.3% | -23.9% |
| 6M | -8.6% | +6.0% | -14.6% | -12.7% |
| YTD | -16.2% | +16.4% | -32.6% | -25.0% |
| 1Y | -34.6% | +16.6% | -51.2% | -41.7% |
| All | -14.0% | +63.5% | -77.5% | -33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling