+16.8%
SNPS vs SE
-53.5%
+70.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.1% | +1.2% |
| 7D | -0.2% | -7.7% | +7.6% | +1.4% |
| 30D | -8.0% | -22.8% | +14.8% | -3.6% |
| 3M | +12.5% | -43.7% | +56.2% | +24.9% |
| 6M | -10.5% | -12.8% | +2.3% | -9.6% |
| YTD | -1.6% | -42.0% | +40.4% | +8.4% |
| 1Y | +16.8% | -48.0% | +64.8% | +29.2% |
| All | +16.8% | -53.5% | +70.3% | +29.2% |
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