+5,680.3%
SNPS vs ETR
+3,356.8%
+2,323.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +1.1% | +0.5% | +0.5% | +0.9% |
| 30D | -5.2% | +6.4% | -11.5% | -6.6% |
| 3M | +10.6% | +4.0% | +6.6% | +9.5% |
| 6M | -10.6% | -0.5% | -10.1% | -10.7% |
| YTD | -3.1% | +22.4% | -25.5% | -8.4% |
| 1Y | +15.6% | +19.9% | -4.3% | +9.8% |
| 3Y | -12.9% | +154.7% | -167.7% | -32.6% |
| 5Y | +31.2% | +158.1% | -126.9% | +0.3% |
| 10Y | +663.4% | +374.2% | +289.2% | +400.3% |
| All | +5,680.3% | +3,356.8% | +2,323.5% | +2,159.3% |
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