+4,901.1%
SNPS vs ES
+943.9%
+3,957.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.3% |
| 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% | -20.9% |
| 6M | -8.6% | -3.5% | -5.1% | -8.3% |
| YTD | -16.2% | +7.9% | -24.1% | -18.2% |
| 1Y | -34.6% | +17.2% | -51.7% | -37.8% |
| 3Y | -14.5% | +29.3% | -43.8% | -22.2% |
| 5Y | +17.0% | -5.7% | +22.7% | +14.9% |
| 10Y | +560.0% | +85.2% | +474.8% | +442.9% |
| All | +4,901.1% | +943.9% | +3,957.3% | +2,713.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling