+691.2%
SNPS vs ESI
+323.5%
+367.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.1% | -1.5% | +1.6% |
| 7D | +0.2% | -3.5% | +3.6% | +1.5% |
| 30D | -8.4% | -9.3% | +0.8% | -4.8% |
| 3M | +12.3% | -12.8% | +25.0% | +18.2% |
| 6M | -9.6% | -24.6% | +15.0% | -0.2% |
| YTD | -0.6% | +32.7% | -33.3% | -14.5% |
| 1Y | +18.7% | +20.3% | -1.6% | +6.2% |
| 3Y | -7.6% | +80.2% | -87.8% | -30.5% |
| 5Y | +34.1% | +40.0% | -5.9% | +9.1% |
| 10Y | +691.2% | +310.8% | +380.4% | +347.9% |
| All | +691.2% | +323.5% | +367.7% | +347.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling