+558.6%
SNPS vs EXPD
+315.7%
+242.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.8% |
| 7D | -11.0% | -1.1% | -9.9% | -10.5% |
| 30D | -1.7% | +4.1% | -5.8% | -3.7% |
| 3M | -20.4% | +17.9% | -38.3% | -26.9% |
| 6M | -8.6% | +29.2% | -37.8% | -20.3% |
| YTD | -16.2% | +27.4% | -43.5% | -27.1% |
| 1Y | -34.6% | +56.8% | -91.4% | -49.7% |
| 3Y | -14.5% | +68.0% | -82.5% | -38.2% |
| 5Y | +17.0% | +61.9% | -44.9% | -15.5% |
| All | +558.6% | +315.7% | +242.9% | +206.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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