-11.6%
SNPS vs EXC
+30.0%
-41.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -0.2% | -1.4% | +1.2% | -0.6% |
| 30D | -8.0% | +8.3% | -16.3% | -5.7% |
| 3M | +12.5% | +2.6% | +9.8% | +13.6% |
| 6M | -10.5% | +5.2% | -15.7% | -8.7% |
| YTD | -1.6% | +7.5% | -9.2% | +1.3% |
| 1Y | +16.8% | +3.2% | +13.7% | +19.0% |
| All | -11.6% | +30.0% | -41.7% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling