+5,620.1%
SNPS vs EMR
+2,873.5%
+2,746.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | -3.7% | -1.6% | -2.1% | -3.0% |
| 30D | -10.4% | +2.0% | -12.4% | -11.0% |
| 3M | +11.0% | +3.8% | +7.1% | +9.2% |
| 6M | -10.7% | +10.5% | -21.2% | -15.0% |
| YTD | -4.1% | +23.7% | -27.8% | -14.0% |
| 1Y | +13.7% | +25.4% | -11.7% | +1.2% |
| 3Y | -8.1% | +86.6% | -94.6% | -31.7% |
| 5Y | +32.2% | +83.0% | -50.8% | -1.4% |
| 10Y | +681.4% | +319.5% | +361.9% | +282.6% |
| All | +5,620.1% | +2,873.5% | +2,746.6% | +1,050.9% |
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 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