+558.6%
SNPS vs ES
+84.4%
+474.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.2% |
| 7D | -11.0% | +0.3% | -11.3% | -11.1% |
| 30D | -1.7% | -2.0% | +0.2% | -1.3% |
| 3M | -20.4% | +1.7% | -22.0% | -21.0% |
| 6M | -8.6% | -3.5% | -5.1% | -8.2% |
| YTD | -16.2% | +7.9% | -24.1% | -18.5% |
| 1Y | -34.6% | +17.2% | -51.7% | -38.3% |
| 3Y | -14.5% | +29.3% | -43.8% | -23.7% |
| 5Y | +17.0% | -5.7% | +22.7% | +16.5% |
| All | +558.6% | +84.4% | +474.2% | +425.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling