+33.2%
SNPS vs ES
+5.1%
+28.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -8.0% | +6.7% | -14.8% | -8.6% |
| 3M | +12.5% | +0.3% | +12.1% | +12.4% |
| 6M | -10.5% | +7.4% | -17.9% | -11.4% |
| YTD | -1.6% | +8.4% | -10.0% | -3.0% |
| 1Y | +16.8% | +0.6% | +16.2% | +16.2% |
| 3Y | -10.9% | +50.6% | -61.5% | -19.4% |
| All | +33.2% | +5.1% | +28.1% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling