+2,324.6%
SNPS vs EXPE
+769.8%
+1,554.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -13.7% | +8.8% | -1.9% |
| 7D | -10.2% | -3.6% | -6.6% | -9.7% |
| 30D | -12.8% | +4.8% | -17.6% | -14.3% |
| 3M | +9.9% | -14.6% | +24.5% | +12.3% |
| 6M | -12.4% | +10.0% | -22.4% | -15.8% |
| YTD | -6.3% | -3.3% | -3.0% | -8.0% |
| 1Y | +7.6% | +28.4% | -20.8% | -1.3% |
| 3Y | -9.8% | +145.1% | -154.9% | -29.7% |
| 5Y | +29.2% | +51.6% | -22.4% | +7.9% |
| 10Y | +663.8% | +128.8% | +534.9% | +441.5% |
| All | +2,324.6% | +769.8% | +1,554.8% | +970.1% |
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