+16.5%
SNPS vs EMR
+62.8%
-46.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.2% |
| 7D | -5.5% | +3.1% | -8.6% | -7.1% |
| 30D | -5.8% | -3.5% | -2.2% | -4.0% |
| 3M | -17.2% | +9.8% | -27.0% | -22.1% |
| 6M | -10.4% | +10.8% | -21.2% | -17.0% |
| YTD | -16.5% | +15.9% | -32.5% | -25.6% |
| 1Y | -35.6% | +16.4% | -52.1% | -43.1% |
| 3Y | -14.6% | +62.1% | -76.7% | -38.9% |
| 5Y | +16.5% | +62.9% | -46.4% | -18.8% |
| All | +16.5% | +62.8% | -46.3% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling