+660.9%
SNPS vs EXPD
+335.0%
+326.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +1.1% | +5.5% | -4.5% | -1.5% |
| 30D | -5.2% | -0.8% | -4.3% | -4.8% |
| 3M | +10.6% | +4.1% | +6.4% | +8.1% |
| 6M | -10.6% | +25.7% | -36.3% | -20.7% |
| YTD | -3.1% | +31.4% | -34.5% | -17.3% |
| 1Y | +15.6% | +42.2% | -26.6% | -5.4% |
| 3Y | -12.9% | +77.2% | -90.1% | -39.0% |
| 5Y | +31.2% | +61.0% | -29.8% | -4.9% |
| All | +660.9% | +335.0% | +326.0% | +254.5% |
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