-14.9%
SNPS vs ET
+97.4%
-112.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | -5.5% | +0.6% | -6.1% | -5.7% |
| 30D | -4.5% | +5.3% | -9.8% | -6.3% |
| 3M | -15.5% | +15.6% | -31.1% | -20.3% |
| 6M | -10.1% | +20.6% | -30.7% | -17.2% |
| YTD | -16.3% | +38.5% | -54.8% | -28.2% |
| 1Y | -34.9% | +35.7% | -70.7% | -44.0% |
| All | -14.9% | +97.4% | -112.2% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling