+17.9%
SNPS vs ET
+242.4%
-224.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -5.5% | +0.6% | -6.1% | -5.7% |
| 30D | -4.5% | +5.3% | -9.8% | -6.1% |
| 3M | -15.5% | +15.6% | -31.1% | -19.6% |
| 6M | -10.1% | +20.6% | -30.7% | -16.0% |
| YTD | -16.3% | +38.5% | -54.8% | -25.8% |
| 1Y | -34.9% | +35.7% | -70.7% | -42.2% |
| 3Y | -14.4% | +98.4% | -112.7% | -31.8% |
| 5Y | +17.9% | +245.3% | -227.4% | -14.0% |
| All | +17.9% | +242.4% | -224.5% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling