+16.5%
SNPS vs EOG
+169.6%
-153.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -5.5% | -2.0% | -3.5% | -5.3% |
| 30D | -5.8% | +7.9% | -13.6% | -6.7% |
| 3M | -17.2% | +4.5% | -21.7% | -17.9% |
| 6M | -10.4% | +12.3% | -22.7% | -12.3% |
| YTD | -16.5% | +41.9% | -58.4% | -21.1% |
| 1Y | -35.6% | +27.8% | -63.5% | -38.4% |
| 3Y | -14.6% | +21.8% | -36.4% | -18.4% |
| 5Y | +16.5% | +174.0% | -157.5% | +3.4% |
| All | +16.5% | +169.6% | -153.1% | +3.4% |
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