+691.2%
SNPS vs EXC
+176.1%
+515.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | +0.2% | -1.7% | +1.9% | +0.7% |
| 30D | -8.4% | +9.3% | -17.8% | -11.1% |
| 3M | +12.3% | +1.0% | +11.2% | +11.6% |
| 6M | -9.6% | +5.9% | -15.5% | -11.7% |
| YTD | -0.6% | +7.6% | -8.2% | -4.1% |
| 1Y | +18.7% | +2.4% | +16.3% | +16.3% |
| 3Y | -7.6% | +30.2% | -37.8% | -19.4% |
| 5Y | +34.1% | +41.4% | -7.3% | +10.9% |
| 10Y | +691.2% | +183.8% | +507.4% | +410.7% |
| All | +691.2% | +176.1% | +515.1% | +410.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling