+4,901.1%
SNPS vs EXPD
+22,873.2%
-17,972.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.7% |
| 7D | -11.0% | -1.1% | -9.9% | -10.7% |
| 30D | -1.7% | +4.1% | -5.8% | -3.0% |
| 3M | -20.4% | +17.9% | -38.3% | -24.4% |
| 6M | -8.6% | +29.2% | -37.8% | -15.9% |
| YTD | -16.2% | +27.4% | -43.5% | -22.8% |
| 1Y | -34.6% | +56.8% | -91.4% | -43.8% |
| 3Y | -14.5% | +68.0% | -82.5% | -28.6% |
| 5Y | +17.0% | +61.9% | -44.9% | -1.5% |
| 10Y | +560.0% | +316.0% | +244.0% | +324.3% |
| All | +4,901.1% | +22,873.2% | -17,972.0% | +1,226.7% |
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