+925.6%
SNPS vs ESI
+224.6%
+701.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.9% | -8.3% | -6.3% |
| 7D | -11.0% | +3.3% | -14.3% | -11.9% |
| 30D | -1.7% | -5.9% | +4.1% | 0.0% |
| 3M | -20.4% | -14.1% | -6.3% | -17.3% |
| 6M | -8.6% | +6.6% | -15.2% | -11.6% |
| YTD | -16.2% | +45.0% | -61.2% | -26.0% |
| 1Y | -34.6% | +41.5% | -76.0% | -41.9% |
| 3Y | -14.5% | +78.8% | -93.2% | -29.1% |
| 5Y | +17.0% | +70.9% | -53.9% | -2.5% |
| 10Y | +560.0% | +317.1% | +243.0% | +343.2% |
| All | +925.6% | +224.6% | +701.0% | +616.0% |
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