+16.5%
SNPS vs EXPE
+89.5%
-73.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.9% | +7.4% | +1.7% |
| 7D | -5.5% | -9.8% | +4.3% | -2.9% |
| 30D | -5.8% | -11.5% | +5.7% | -3.0% |
| 3M | -17.2% | +21.7% | -38.9% | -22.6% |
| 6M | -10.4% | +10.4% | -20.8% | -14.2% |
| YTD | -16.5% | -2.5% | -14.0% | -17.9% |
| 1Y | -35.6% | +27.3% | -63.0% | -41.9% |
| 3Y | -14.6% | +153.5% | -168.1% | -39.9% |
| 5Y | +16.5% | +91.1% | -74.6% | -13.8% |
| All | +16.5% | +89.5% | -73.0% | -13.8% |
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