+448.7%
SNPS vs SE
+358.6%
+90.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +5.1% | -1.5% | +6.6% | +5.4% |
| 30D | -6.4% | -22.3% | +15.9% | -1.3% |
| 3M | +12.2% | -41.8% | +54.0% | +25.9% |
| 6M | -9.8% | -22.4% | +12.5% | -5.7% |
| YTD | -1.5% | -41.6% | +40.1% | +8.6% |
| 1Y | +16.0% | -48.0% | +64.0% | +30.9% |
| 3Y | -10.8% | +63.9% | -74.7% | -24.1% |
| 5Y | +33.3% | -78.2% | +111.5% | +60.9% |
| All | +448.7% | +358.6% | +90.1% | +235.9% |
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