-34.9%
SNPS vs EXE
+4.5%
-39.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.1% |
| 7D | -5.5% | -2.7% | -2.8% | -5.9% |
| 30D | -4.5% | -0.4% | -4.1% | -4.5% |
| 3M | -15.5% | +9.5% | -25.0% | -14.1% |
| 6M | -10.1% | -9.3% | -0.7% | -10.9% |
| YTD | -16.3% | -10.9% | -5.4% | -17.2% |
| 1Y | -34.9% | +4.3% | -39.2% | -7.6% |
| All | -34.9% | +4.5% | -39.4% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling