+684.5%
SNPS vs ES
+87.3%
+597.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -0.6% | +0.9% | -1.5% | -0.9% |
| 30D | -9.8% | +5.9% | -15.7% | -11.3% |
| 3M | +11.7% | -1.0% | +12.8% | +11.7% |
| 6M | -10.9% | +7.2% | -18.1% | -13.1% |
| YTD | -2.1% | +7.0% | -9.1% | -4.8% |
| 1Y | +14.8% | +0.5% | +14.3% | +13.0% |
| 3Y | -11.3% | +48.7% | -60.0% | -24.7% |
| 5Y | +36.2% | +1.9% | +34.3% | +31.4% |
| 10Y | +684.5% | +89.2% | +595.3% | +541.4% |
| All | +684.5% | +87.3% | +597.2% | +541.4% |
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