+675.0%
SNPS vs ETR
+374.5%
+300.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -8.0% | +7.7% | -15.7% | -9.9% |
| 3M | +12.5% | +5.7% | +6.7% | +10.7% |
| 6M | -10.5% | -0.3% | -10.2% | -10.7% |
| YTD | -1.6% | +23.4% | -25.0% | -8.4% |
| 1Y | +16.8% | +18.5% | -1.7% | +10.0% |
| 3Y | -10.9% | +155.6% | -166.5% | -36.6% |
| 5Y | +35.8% | +158.7% | -122.9% | -5.4% |
| 10Y | +675.0% | +377.8% | +297.2% | +350.4% |
| All | +675.0% | +374.5% | +300.5% | +350.4% |
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