+1,932.7%
SNPS vs EXEL
+273.2%
+1,659.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.4% |
| 7D | -11.0% | +8.4% | -19.4% | -12.0% |
| 30D | -1.7% | +4.1% | -5.8% | -2.4% |
| 3M | -20.4% | +12.4% | -32.8% | -21.9% |
| 6M | -8.6% | +41.5% | -50.2% | -13.4% |
| YTD | -16.2% | +34.6% | -50.8% | -20.1% |
| 1Y | -34.6% | +57.9% | -92.4% | -39.1% |
| 3Y | -14.5% | +159.5% | -174.0% | -27.3% |
| 5Y | +17.0% | +198.5% | -181.5% | -3.5% |
| 10Y | +560.0% | +411.4% | +148.7% | +370.1% |
| All | +1,932.7% | +273.2% | +1,659.5% | +852.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling