+1,651.7%
SNPS vs ET
+1,435.7%
+216.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -5.5% | +0.4% | -5.9% | -5.6% |
| 30D | -5.8% | +6.9% | -12.6% | -7.0% |
| 3M | -17.2% | +13.1% | -30.3% | -19.2% |
| 6M | -10.4% | +18.7% | -29.1% | -13.5% |
| YTD | -16.5% | +37.4% | -54.0% | -21.7% |
| 1Y | -35.6% | +34.8% | -70.5% | -39.6% |
| 3Y | -14.6% | +96.8% | -111.4% | -25.1% |
| 5Y | +16.5% | +238.2% | -221.8% | -7.9% |
| 10Y | +556.6% | +159.4% | +397.1% | +410.9% |
| All | +1,651.7% | +1,435.7% | +216.0% | +558.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling