+1,692.6%
SNPS vs EW
+7,833.4%
-6,140.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.5% | -6.3% | -5.3% |
| 7D | -10.2% | +6.8% | -16.9% | -11.8% |
| 30D | -12.8% | +16.6% | -29.4% | -16.4% |
| 3M | +9.9% | +13.3% | -3.5% | +5.9% |
| 6M | -12.4% | +21.6% | -34.0% | -17.3% |
| YTD | -6.3% | +18.3% | -24.5% | -11.0% |
| 1Y | +7.6% | +21.7% | -14.1% | +1.3% |
| 3Y | -9.8% | +50.3% | -60.1% | -21.7% |
| 5Y | +29.2% | -15.0% | +44.2% | +28.7% |
| 10Y | +663.8% | +237.5% | +426.3% | +462.3% |
| All | +1,692.6% | +7,833.4% | -6,140.8% | +635.3% |
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