+1,103.4%
SNPS vs ESI
+207.0%
+896.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -0.7% |
| 7D | -0.2% | +1.8% | -2.0% | -0.7% |
| 30D | -8.0% | -6.6% | -1.5% | -6.2% |
| 3M | +12.5% | -9.4% | +21.8% | +15.5% |
| 6M | -10.5% | -24.1% | +13.6% | -3.9% |
| YTD | -1.6% | +37.1% | -38.8% | -11.9% |
| 1Y | +16.8% | +24.5% | -7.7% | +7.4% |
| 3Y | -10.9% | +83.2% | -94.1% | -26.6% |
| 5Y | +35.8% | +44.0% | -8.2% | +17.8% |
| 10Y | +675.0% | +332.8% | +342.1% | +423.5% |
| All | +1,103.4% | +207.0% | +896.5% | +752.4% |
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