+16.5%
SNPS vs ESI
+77.4%
-61.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.7% |
| 7D | -5.5% | +5.4% | -10.9% | -8.1% |
| 30D | -5.8% | -4.2% | -1.6% | -3.8% |
| 3M | -17.2% | -9.6% | -7.6% | -14.6% |
| 6M | -10.4% | +18.3% | -28.7% | -21.3% |
| YTD | -16.5% | +45.8% | -62.4% | -35.5% |
| 1Y | -35.6% | +39.2% | -74.8% | -49.2% |
| 3Y | -14.6% | +86.3% | -100.9% | -44.6% |
| 5Y | +16.5% | +76.2% | -59.7% | -22.6% |
| All | +16.5% | +77.4% | -61.0% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling