+5,491.2%
SNPS vs ES
+969.1%
+4,522.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.1% | -7.0% | -5.4% |
| 7D | -10.2% | +5.9% | -16.1% | -11.4% |
| 30D | -12.8% | +10.2% | -23.0% | -14.9% |
| 3M | +9.9% | +0.4% | +9.4% | +9.5% |
| 6M | -12.4% | +6.9% | -19.2% | -14.2% |
| YTD | -6.3% | +10.5% | -16.8% | -9.3% |
| 1Y | +7.6% | +3.2% | +4.4% | +5.6% |
| 3Y | -9.8% | +49.0% | -58.8% | -20.8% |
| 5Y | +29.2% | +4.5% | +24.8% | +23.5% |
| 10Y | +663.8% | +92.3% | +571.4% | +521.6% |
| All | +5,491.2% | +969.1% | +4,522.1% | +3,022.2% |
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