+5,491.2%
SNPS vs EXC
+2,051.7%
+3,439.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.0% |
| 7D | -10.2% | +1.4% | -11.5% | -10.5% |
| 30D | -12.8% | +11.6% | -24.5% | -15.4% |
| 3M | +9.9% | +2.7% | +7.2% | +8.9% |
| 6M | -12.4% | +2.7% | -15.1% | -13.4% |
| YTD | -6.3% | +9.7% | -16.0% | -9.3% |
| 1Y | +7.6% | +4.5% | +3.1% | +5.4% |
| 3Y | -9.8% | +28.5% | -38.2% | -17.9% |
| 5Y | +29.2% | +43.9% | -14.7% | +13.3% |
| 10Y | +663.8% | +183.7% | +480.0% | +454.2% |
| All | +5,491.2% | +2,051.7% | +3,439.5% | +2,309.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling