+42.0%
SNPS vs EXE
+187.5%
-145.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | -5.5% | -2.7% | -2.8% | -5.1% |
| 30D | -4.5% | -0.4% | -4.1% | -4.5% |
| 3M | -15.5% | +9.5% | -25.0% | -16.7% |
| 6M | -10.1% | -9.3% | -0.7% | -9.1% |
| YTD | -16.3% | -10.9% | -5.4% | -15.3% |
| 1Y | -34.9% | +4.3% | -39.2% | -36.2% |
| 3Y | -14.4% | +18.8% | -33.2% | -18.2% |
| 5Y | +17.9% | +101.4% | -83.5% | +7.6% |
| All | +42.0% | +187.5% | -145.5% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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