-10.1%
SNPS vs ES
+50.7%
-60.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.1% | -7.0% | -4.8% |
| 7D | -10.2% | +5.9% | -16.1% | -9.9% |
| 30D | -12.8% | +10.2% | -23.0% | -12.5% |
| 3M | +9.9% | +0.4% | +9.4% | +10.1% |
| 6M | -12.4% | +6.9% | -19.2% | -12.2% |
| YTD | -6.3% | +10.5% | -16.8% | -6.2% |
| 1Y | +7.6% | +3.2% | +4.4% | +7.8% |
| All | -10.1% | +50.7% | -60.8% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling