+42.2%
SNPS vs EXE
+191.4%
-149.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.2% |
| 7D | -11.0% | -0.3% | -10.8% | -11.0% |
| 30D | -1.7% | +8.5% | -10.2% | -2.9% |
| 3M | -20.4% | +5.5% | -25.8% | -21.0% |
| 6M | -8.6% | -5.9% | -2.7% | -8.1% |
| YTD | -16.2% | -9.7% | -6.4% | -15.3% |
| 1Y | -34.6% | +3.6% | -38.2% | -35.7% |
| 3Y | -14.5% | +18.0% | -32.5% | -18.3% |
| 5Y | +17.0% | +109.4% | -92.4% | +6.4% |
| All | +42.2% | +191.4% | -149.1% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling