+28.4%
SNPS vs EW
-15.6%
+44.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.3% | -5.4% |
| 7D | -10.2% | +6.8% | -16.9% | -12.3% |
| 30D | -12.8% | +16.6% | -29.4% | -17.6% |
| 3M | +9.9% | +13.3% | -3.5% | +4.6% |
| 6M | -12.4% | +21.6% | -34.0% | -19.0% |
| YTD | -6.3% | +18.3% | -24.5% | -12.7% |
| 1Y | +7.6% | +21.7% | -14.1% | -1.0% |
| 3Y | -9.8% | +50.3% | -60.1% | -28.5% |
| All | +28.4% | -15.6% | +44.0% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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