+453.8%
SNPS vs SE
+379.8%
+74.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.7% | +3.0% |
| 7D | +0.2% | +3.3% | -3.1% | -0.5% |
| 30D | -8.4% | -18.2% | +9.7% | -4.5% |
| 3M | +12.3% | -31.3% | +43.5% | +21.1% |
| 6M | -9.6% | -10.1% | +0.5% | -8.7% |
| YTD | -0.6% | -38.9% | +38.3% | +8.5% |
| 1Y | +18.7% | -48.0% | +66.7% | +33.8% |
| 3Y | -7.6% | +78.8% | -86.4% | -22.8% |
| 5Y | +34.1% | -77.1% | +111.2% | +60.2% |
| All | +453.8% | +379.8% | +74.1% | +235.7% |
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