-34.6%
SNPS vs ET
+31.4%
-66.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.3% |
| 7D | -11.0% | +0.9% | -11.9% | -10.7% |
| 30D | -1.7% | +7.5% | -9.2% | +1.7% |
| 3M | -20.4% | +11.4% | -31.8% | -16.1% |
| 6M | -8.6% | +18.5% | -27.2% | -0.7% |
| YTD | -16.2% | +37.4% | -53.5% | -0.9% |
| 1Y | -34.6% | +30.9% | -65.5% | -40.8% |
| All | -34.6% | +31.4% | -66.0% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling