-12.9%
SNPS vs ESI
+79.1%
-92.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | +1.1% | +5.5% | -4.5% | -1.5% |
| 30D | -5.2% | -7.8% | +2.6% | -1.7% |
| 3M | +10.6% | -15.0% | +25.6% | +18.5% |
| 6M | -10.6% | -24.9% | +14.3% | -0.1% |
| YTD | -3.1% | +33.2% | -36.3% | -21.7% |
| 1Y | +15.6% | +24.9% | -9.4% | -3.5% |
| 3Y | -12.9% | +77.8% | -90.7% | -38.6% |
| All | -12.9% | +79.1% | -92.0% | -38.6% |
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