+28.4%
SNPS vs EXPE
+50.6%
-22.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -13.7% | +8.8% | -1.2% |
| 7D | -10.2% | -3.6% | -6.6% | -9.7% |
| 30D | -12.8% | +4.8% | -17.6% | -14.8% |
| 3M | +9.9% | -14.6% | +24.5% | +13.0% |
| 6M | -12.4% | +10.0% | -22.4% | -17.1% |
| YTD | -6.3% | -3.3% | -3.0% | -8.8% |
| 1Y | +7.6% | +28.4% | -20.8% | -4.8% |
| 3Y | -9.8% | +145.1% | -154.9% | -37.8% |
| All | +28.4% | +50.6% | -22.2% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling