-35.6%
SNPS vs EXEL
+52.8%
-88.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.3% |
| 7D | -5.5% | +1.4% | -6.9% | -5.6% |
| 30D | -5.8% | +6.7% | -12.4% | -6.3% |
| 3M | -17.2% | +11.5% | -28.7% | -18.4% |
| 6M | -10.4% | +38.8% | -49.2% | -16.0% |
| YTD | -16.5% | +31.6% | -48.1% | -21.1% |
| 1Y | -35.6% | +53.0% | -88.6% | -45.1% |
| All | -35.6% | +52.8% | -88.4% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling