+31.7%
SNPS vs EXPD
+60.9%
-29.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +1.1% | +5.5% | -4.5% | -1.3% |
| 30D | -5.2% | -0.8% | -4.3% | -4.9% |
| 3M | +10.6% | +4.1% | +6.4% | +8.3% |
| 6M | -10.6% | +25.7% | -36.3% | -19.8% |
| YTD | -3.1% | +31.4% | -34.5% | -16.1% |
| 1Y | +15.6% | +42.2% | -26.6% | -4.0% |
| 3Y | -12.9% | +77.2% | -90.1% | -38.6% |
| All | +31.7% | +60.9% | -29.2% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling