-35.6%
SNPS vs SE
-41.4%
+5.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -6.2% |
| 3M | -17.2% | +34.1% | -51.3% | -23.7% |
| 6M | -10.4% | +23.2% | -33.6% | -16.2% |
| YTD | -16.5% | -11.2% | -5.4% | -14.0% |
| 1Y | -35.6% | -40.5% | +4.9% | -16.6% |
| All | -35.6% | -41.4% | +5.7% | -16.6% |
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