+691.2%
SNPS vs EXPD
+334.2%
+357.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +2.4% |
| 7D | +0.2% | -5.5% | +5.7% | +2.9% |
| 30D | -8.4% | -1.9% | -6.5% | -7.7% |
| 3M | +12.3% | +6.1% | +6.2% | +8.7% |
| 6M | -9.6% | +21.6% | -31.2% | -18.5% |
| YTD | -0.6% | +27.9% | -28.5% | -14.0% |
| 1Y | +18.7% | +39.4% | -20.7% | -1.9% |
| 3Y | -7.6% | +72.7% | -80.2% | -34.4% |
| 5Y | +34.1% | +60.3% | -26.2% | -2.6% |
| 10Y | +691.2% | +332.6% | +358.6% | +287.5% |
| All | +691.2% | +334.2% | +357.0% | +287.5% |
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