-14.6%
SNPS vs EOG
+21.8%
-36.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -5.5% | -2.0% | -3.5% | -5.4% |
| 30D | -5.8% | +7.9% | -13.6% | -6.5% |
| 3M | -17.2% | +4.5% | -21.7% | -17.7% |
| 6M | -10.4% | +12.3% | -22.7% | -12.2% |
| YTD | -16.5% | +41.9% | -58.4% | -21.3% |
| 1Y | -35.6% | +27.8% | -63.5% | -38.4% |
| 3Y | -14.6% | +21.8% | -36.4% | -18.2% |
| All | -14.6% | +21.8% | -36.5% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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