+572.1%
SNPS vs ET
+179.3%
+392.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -4.6% | +1.4% | -6.0% | -4.9% |
| 30D | -3.3% | +4.6% | -7.9% | -4.3% |
| 3M | -13.8% | +16.0% | -29.8% | -16.7% |
| 6M | -8.2% | +22.8% | -31.0% | -12.6% |
| YTD | -15.4% | +38.9% | -54.3% | -21.8% |
| 1Y | +2.4% | +34.1% | -31.7% | -4.6% |
| 3Y | -13.5% | +98.8% | -112.3% | -25.9% |
| 5Y | +19.5% | +246.8% | -227.4% | -8.7% |
| All | +572.1% | +179.3% | +392.8% | +430.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling