+448.1%
SNPS vs SE
+355.3%
+92.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.1% | +1.3% |
| 7D | -0.2% | -7.7% | +7.6% | +1.6% |
| 30D | -8.0% | -22.8% | +14.8% | -2.8% |
| 3M | +12.5% | -43.7% | +56.2% | +27.1% |
| 6M | -10.5% | -12.8% | +2.3% | -9.0% |
| YTD | -1.6% | -42.0% | +40.4% | +8.6% |
| 1Y | +16.8% | -48.0% | +64.8% | +31.8% |
| 3Y | -10.9% | +62.7% | -73.6% | -24.1% |
| 5Y | +35.8% | -77.8% | +113.6% | +63.1% |
| All | +448.1% | +355.3% | +92.7% | +236.0% |
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