+16.5%
SNPS vs SE
-49.0%
+65.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.7% | +3.1% |
| 7D | +0.2% | +3.3% | -3.1% | -0.4% |
| 30D | -8.4% | -18.2% | +9.7% | -5.2% |
| 3M | +12.3% | -31.3% | +43.5% | +19.6% |
| 6M | -9.6% | -10.1% | +0.5% | -9.2% |
| YTD | -0.6% | -38.9% | +38.3% | +8.2% |
| All | +16.5% | -49.0% | +65.5% | +29.7% |
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 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