+364.9%
SNPS vs SE
+597.4%
-232.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -5.5% | +0.6% | -6.1% | -5.6% |
| 30D | -5.8% | -0.1% | -5.7% | -6.1% |
| 3M | -17.2% | +34.1% | -51.3% | -22.9% |
| 6M | -10.4% | +23.2% | -33.6% | -15.4% |
| YTD | -16.5% | -11.2% | -5.4% | -15.8% |
| 1Y | -35.6% | -40.5% | +4.9% | -29.3% |
| 3Y | -14.6% | +196.3% | -210.9% | -36.3% |
| 5Y | +16.5% | -67.0% | +83.5% | +28.5% |
| All | +364.9% | +597.4% | -232.5% | +160.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling