+4,901.1%
SNPS vs EMR
+2,699.0%
+2,202.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -6.2% |
| 7D | -11.0% | -1.5% | -9.5% | -10.4% |
| 30D | -1.7% | -5.6% | +3.9% | +0.6% |
| 3M | -20.4% | +7.9% | -28.3% | -23.4% |
| 6M | -8.6% | +6.0% | -14.6% | -12.1% |
| YTD | -16.2% | +16.4% | -32.6% | -23.0% |
| 1Y | -34.6% | +16.6% | -51.2% | -40.1% |
| 3Y | -14.5% | +62.9% | -77.3% | -32.8% |
| 5Y | +17.0% | +60.1% | -43.1% | -7.9% |
| 10Y | +560.0% | +268.8% | +291.3% | +240.8% |
| All | +4,901.1% | +2,699.0% | +2,202.1% | +931.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling