+4,901.1%
SNPS vs ETR
+3,236.2%
+1,665.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | -11.0% | +1.4% | -12.5% | -11.3% |
| 30D | -1.7% | +1.0% | -2.7% | -2.0% |
| 3M | -20.4% | -1.3% | -19.1% | -20.3% |
| 6M | -8.6% | +1.9% | -10.5% | -9.5% |
| YTD | -16.2% | +18.2% | -34.3% | -20.0% |
| 1Y | -34.6% | +24.7% | -59.3% | -38.6% |
| 3Y | -14.5% | +150.7% | -165.1% | -33.6% |
| 5Y | +17.0% | +127.0% | -110.0% | -7.7% |
| 10Y | +560.0% | +295.5% | +264.6% | +350.4% |
| All | +4,901.1% | +3,236.2% | +1,665.0% | +1,872.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling