+11.2%
SNPS vs ES
+4.9%
+6.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.1% | -7.0% | -4.4% |
| 7D | -10.2% | +5.9% | -16.1% | -9.0% |
| 30D | -12.8% | +10.2% | -23.0% | -10.9% |
| 3M | +9.9% | +0.4% | +9.4% | +10.4% |
| 6M | -12.4% | +6.9% | -19.2% | -11.2% |
| YTD | -6.3% | +10.5% | -16.8% | -4.6% |
| All | +11.2% | +4.9% | +6.3% | +13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling