-14.0%
SNPS vs ESI
+81.9%
-95.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.9% | -8.3% | -6.8% |
| 7D | -11.0% | +3.3% | -14.3% | -12.4% |
| 30D | -1.7% | -5.9% | +4.1% | +0.9% |
| 3M | -20.4% | -14.1% | -6.3% | -16.0% |
| 6M | -8.6% | +6.6% | -15.2% | -14.8% |
| YTD | -16.2% | +45.0% | -61.2% | -34.2% |
| 1Y | -34.6% | +41.5% | -76.0% | -48.2% |
| All | -14.0% | +81.9% | -95.9% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling