+31.7%
SNPS vs EXPE
+46.0%
-14.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.3% |
| 6M | -10.6% | +19.0% | -29.6% | -17.5% |
| YTD | -3.1% | -8.4% | +5.3% | -4.4% |
| 1Y | +15.6% | -2.8% | +18.3% | +11.7% |
| 3Y | -12.9% | +120.8% | -133.7% | -38.1% |
| All | +31.7% | +46.0% | -14.3% | +3.2% |
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