+81.7%
SNPS vs EOSE
-57.1%
+138.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.8% | -11.3% | -1.3% |
| 7D | -5.5% | +41.4% | -46.9% | -8.2% |
| 30D | -5.8% | +3.6% | -9.4% | -6.3% |
| 3M | -17.2% | -35.7% | +18.5% | -15.3% |
| 6M | -10.4% | -29.9% | +19.5% | -9.7% |
| YTD | -16.5% | -62.5% | +45.9% | -13.1% |
| 1Y | -35.6% | -37.4% | +1.8% | -35.8% |
| 3Y | -14.6% | +55.8% | -70.4% | -24.3% |
| 5Y | +16.5% | -67.8% | +84.3% | +2.7% |
| All | +81.7% | -57.1% | +138.8% | +70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling