-14.6%
SNPS vs ETR
+153.2%
-167.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.6% | -0.4% |
| 7D | -5.5% | +1.4% | -6.9% | -5.4% |
| 30D | -5.8% | +1.9% | -7.6% | -5.7% |
| 3M | -17.2% | +1.0% | -18.2% | -17.2% |
| 6M | -10.4% | +4.8% | -15.2% | -10.3% |
| YTD | -16.5% | +19.5% | -36.1% | -16.7% |
| 1Y | -35.6% | +28.1% | -63.7% | -35.7% |
| 3Y | -14.6% | +151.1% | -165.8% | -9.0% |
| All | -14.6% | +153.2% | -167.8% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling