-14.0%
SNPS vs EOSE
+44.0%
-58.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.3% |
| 7D | -4.6% | +14.0% | -18.6% | -5.8% |
| 30D | -3.3% | -5.9% | +2.6% | -3.2% |
| 3M | -13.8% | -34.3% | +20.5% | -11.7% |
| 6M | -8.2% | -37.8% | +29.6% | -6.4% |
| YTD | -15.4% | -65.2% | +49.7% | -11.1% |
| 1Y | +2.4% | -41.9% | +44.3% | +3.4% |
| All | -14.0% | +44.0% | -58.0% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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