+2,068.7%
SNPS vs EXPE
+851.4%
+1,217.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -5.0% |
| 7D | -11.0% | -9.5% | -1.5% | -9.0% |
| 30D | -1.7% | -6.6% | +4.9% | -0.5% |
| 3M | -20.4% | +31.4% | -51.7% | -25.5% |
| 6M | -8.6% | +35.2% | -43.8% | -15.4% |
| YTD | -16.2% | +5.8% | -22.0% | -18.5% |
| 1Y | -34.6% | +38.7% | -73.2% | -40.4% |
| 3Y | -14.5% | +175.8% | -190.2% | -34.7% |
| 5Y | +17.0% | +111.8% | -94.9% | -8.3% |
| 10Y | +560.0% | +179.7% | +380.3% | +353.0% |
| All | +2,068.7% | +851.4% | +1,217.3% | +847.6% |
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 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