+2,380.5%
SNPS vs EXPE
+727.6%
+1,652.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.9% | +7.2% | +3.3% |
| 7D | -3.7% | -9.3% | +5.7% | -2.0% |
| 30D | -10.4% | +0.1% | -10.5% | -11.1% |
| 3M | +11.0% | -15.3% | +26.3% | +13.6% |
| 6M | -10.7% | +5.5% | -16.2% | -13.5% |
| YTD | -4.1% | -8.0% | +3.9% | -4.9% |
| 1Y | +13.7% | +18.9% | -5.2% | +6.0% |
| 3Y | -8.1% | +135.5% | -143.6% | -27.8% |
| 5Y | +32.2% | +44.3% | -12.1% | +11.5% |
| 10Y | +681.4% | +117.7% | +563.6% | +459.6% |
| All | +2,380.5% | +727.6% | +1,652.9% | +1,005.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling