+572.2%
SNPS vs EXEL
+373.1%
+199.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | -5.5% | +1.4% | -6.9% | -5.7% |
| 30D | -5.8% | +6.7% | -12.4% | -6.7% |
| 3M | -17.2% | +11.5% | -28.7% | -18.7% |
| 6M | -10.4% | +38.8% | -49.2% | -15.1% |
| YTD | -16.5% | +31.6% | -48.1% | -20.4% |
| 1Y | -35.6% | +53.0% | -88.6% | -40.1% |
| 3Y | -14.6% | +160.8% | -175.4% | -28.7% |
| 5Y | +16.5% | +190.1% | -173.6% | -5.7% |
| All | +572.2% | +373.1% | +199.1% | +417.2% |
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