+572.5%
SNPS vs ETR
+296.9%
+275.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | +0.9% | -1.8% | +2.7% | +1.4% |
| 30D | -3.6% | -1.8% | -1.9% | -3.2% |
| 3M | -12.9% | -3.6% | -9.3% | -12.2% |
| 6M | -8.2% | +2.6% | -10.8% | -9.6% |
| YTD | -15.4% | +16.0% | -31.4% | -19.9% |
| 1Y | -9.3% | +20.1% | -29.4% | -15.2% |
| 3Y | -14.0% | +143.6% | -157.5% | -38.1% |
| 5Y | +19.5% | +124.4% | -104.8% | -12.7% |
| All | +572.5% | +296.9% | +275.6% | +312.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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