+663.1%
SNPS vs EXPD
+304.0%
+359.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +3.4% |
| 7D | -3.7% | -7.2% | +3.5% | -0.3% |
| 30D | -10.4% | -3.3% | -7.1% | -9.0% |
| 3M | +11.0% | +3.4% | +7.6% | +8.7% |
| 6M | -10.7% | +22.7% | -33.4% | -19.8% |
| YTD | -4.1% | +24.5% | -28.6% | -16.0% |
| 1Y | +13.7% | +38.6% | -24.9% | -5.9% |
| 3Y | -8.1% | +71.5% | -79.6% | -34.6% |
| 5Y | +32.2% | +56.2% | -24.1% | -2.7% |
| All | +663.1% | +304.0% | +359.1% | +275.6% |
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