+4,901.1%
SNPS vs EOG
+10,071.2%
-5,170.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | -11.0% | +1.3% | -12.3% | -11.2% |
| 30D | -1.7% | +8.2% | -9.9% | -3.1% |
| 3M | -20.4% | +3.8% | -24.2% | -21.1% |
| 6M | -8.6% | +15.3% | -23.9% | -11.3% |
| YTD | -16.2% | +41.7% | -57.9% | -21.5% |
| 1Y | -34.6% | +23.6% | -58.1% | -37.5% |
| 3Y | -14.5% | +23.3% | -37.7% | -19.0% |
| 5Y | +17.0% | +170.4% | -153.4% | -4.9% |
| 10Y | +560.0% | +125.5% | +434.5% | +411.1% |
| All | +4,901.1% | +10,071.2% | -5,170.1% | +1,581.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling