+1,503.4%
SNPS vs EW
+6,974.1%
-5,470.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -11.0% | -0.3% | -10.7% | -10.9% |
| 30D | -1.7% | +1.0% | -2.8% | -2.1% |
| 3M | -20.4% | +2.8% | -23.2% | -21.1% |
| 6M | -8.6% | +5.5% | -14.1% | -10.1% |
| YTD | -16.2% | +5.5% | -21.6% | -17.7% |
| 1Y | -34.6% | +11.0% | -45.6% | -36.7% |
| 3Y | -14.5% | +17.7% | -32.2% | -20.7% |
| 5Y | +17.0% | -25.7% | +42.7% | +21.1% |
| 10Y | +560.0% | +132.8% | +427.2% | +424.9% |
| All | +1,503.4% | +6,974.1% | -5,470.7% | +579.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling