+684.5%
SNPS vs EXEL
+363.4%
+321.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | -0.6% | -2.4% | +1.8% | -0.3% |
| 30D | -9.8% | +17.9% | -27.7% | -12.1% |
| 3M | +11.7% | +33.3% | -21.5% | +6.8% |
| 6M | -10.9% | +46.6% | -57.5% | -16.5% |
| YTD | -2.1% | +61.0% | -63.1% | -9.8% |
| 1Y | +14.8% | +70.4% | -55.7% | +4.6% |
| 3Y | -11.3% | +236.1% | -247.4% | -29.8% |
| 5Y | +36.2% | +284.8% | -248.6% | +3.9% |
| 10Y | +684.5% | +348.4% | +336.1% | +462.4% |
| All | +684.5% | +363.4% | +321.1% | +462.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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