+660.9%
SNPS vs EXPE
+123.5%
+537.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | +1.1% | -0.5% | +1.5% | +1.2% |
| 30D | -5.2% | -6.1% | +0.9% | -4.5% |
| 3M | +10.6% | -21.3% | +31.9% | +15.6% |
| 6M | -10.6% | +19.0% | -29.6% | -16.4% |
| YTD | -3.1% | -8.4% | +5.3% | -4.1% |
| 1Y | +15.6% | -2.8% | +18.3% | +12.5% |
| 3Y | -12.9% | +120.8% | -133.7% | -33.5% |
| 5Y | +31.2% | +46.2% | -15.0% | +6.1% |
| All | +660.9% | +123.5% | +537.4% | +391.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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