+1,097.8%
SNPS vs ESI
+195.2%
+902.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | -0.6% | -6.6% | +6.0% | +1.4% |
| 30D | -9.8% | -9.8% | 0.0% | -7.0% |
| 3M | +11.7% | -11.9% | +23.7% | +15.8% |
| 6M | -10.9% | -25.1% | +14.1% | -4.0% |
| YTD | -2.1% | +31.9% | -34.0% | -11.3% |
| 1Y | +14.8% | +19.2% | -4.4% | +7.0% |
| 3Y | -11.3% | +76.2% | -87.5% | -26.1% |
| 5Y | +36.2% | +39.4% | -3.2% | +19.4% |
| 10Y | +684.5% | +304.9% | +379.6% | +437.9% |
| All | +1,097.8% | +195.2% | +902.6% | +758.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling