+5,491.2%
SNPS vs EXPD
+22,881.7%
-17,390.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.4% | -3.6% |
| 7D | -10.2% | -4.8% | -5.4% | -8.9% |
| 30D | -12.8% | -1.5% | -11.3% | -12.5% |
| 3M | +9.9% | +4.1% | +5.7% | +8.3% |
| 6M | -12.4% | +24.0% | -36.4% | -18.2% |
| YTD | -6.3% | +27.4% | -33.7% | -13.9% |
| 1Y | +7.6% | +38.4% | -30.7% | -3.6% |
| 3Y | -9.8% | +73.2% | -83.0% | -25.5% |
| 5Y | +29.2% | +59.9% | -30.6% | +9.2% |
| 10Y | +663.8% | +319.9% | +343.8% | +389.1% |
| All | +5,491.2% | +22,881.7% | -17,390.5% | +1,381.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling