+16.5%
SNPS vs ETR
+129.9%
-113.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.6% | -0.6% |
| 7D | -5.5% | +1.4% | -6.9% | -5.6% |
| 30D | -5.8% | +1.9% | -7.6% | -5.9% |
| 3M | -17.2% | +1.0% | -18.2% | -17.3% |
| 6M | -10.4% | +4.8% | -15.2% | -11.1% |
| YTD | -16.5% | +19.5% | -36.1% | -18.8% |
| 1Y | -35.6% | +28.1% | -63.7% | -38.1% |
| 3Y | -14.6% | +151.1% | -165.8% | -27.5% |
| 5Y | +16.5% | +125.2% | -108.7% | -1.2% |
| All | +16.5% | +129.9% | -113.5% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling