+11.2%
SNPS vs ESI
+27.8%
-16.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.7% | +1.7% |
| 7D | -3.9% | -6.6% | +2.6% | -1.6% |
| 30D | -5.2% | -10.9% | +5.7% | -1.3% |
| 3M | +14.6% | -13.8% | +28.5% | +20.2% |
| 6M | -6.9% | -21.5% | +14.6% | -0.7% |
| YTD | -1.4% | +34.7% | -36.1% | -16.7% |
| 1Y | +11.2% | +24.9% | -13.7% | -3.3% |
| All | +11.2% | +27.8% | -16.6% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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