+11.2%
SNPS vs SE
-48.0%
+59.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.4% | -0.8% |
| 7D | -3.9% | +6.7% | -10.6% | -5.1% |
| 30D | -5.2% | -17.2% | +12.0% | -2.0% |
| 3M | +14.6% | -28.0% | +42.7% | +21.0% |
| 6M | -6.9% | -6.1% | -0.8% | -7.5% |
| YTD | -1.4% | -37.1% | +35.7% | +7.0% |
| 1Y | +11.2% | -48.8% | +60.0% | +24.4% |
| All | +11.2% | -48.0% | +59.2% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling