+36.2%
SNPS vs EOG
+99.8%
-63.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.7% |
| 7D | -0.6% | -2.4% | +1.7% | -0.4% |
| 30D | -9.8% | +2.9% | -12.8% | -10.2% |
| 3M | +11.7% | +7.2% | +4.5% | +10.5% |
| 6M | -10.9% | +18.2% | -29.1% | -13.3% |
| YTD | -2.1% | +48.9% | -51.0% | -8.5% |
| 1Y | +14.8% | +46.7% | -31.9% | +7.5% |
| 3Y | -11.3% | +37.4% | -48.7% | -16.9% |
| 5Y | +36.2% | +103.9% | -67.7% | +19.8% |
| All | +36.2% | +99.8% | -63.6% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling