+16.5%
SNPS vs EXE
+106.6%
-90.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.5% |
| 7D | -5.5% | -1.8% | -3.7% | -5.2% |
| 30D | -5.8% | +6.4% | -12.2% | -6.6% |
| 3M | -17.2% | +9.2% | -26.4% | -18.4% |
| 6M | -10.4% | -7.0% | -3.4% | -9.7% |
| YTD | -16.5% | -9.5% | -7.1% | -15.7% |
| 1Y | -35.6% | +6.2% | -41.9% | -37.1% |
| 3Y | -14.6% | +20.7% | -35.4% | -19.0% |
| 5Y | +16.5% | +103.6% | -87.2% | +4.9% |
| All | +16.5% | +106.6% | -90.2% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling