+14.8%
SNPS vs SE
-49.7%
+64.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | -0.6% | 0.0% | -0.7% | -0.6% |
| 30D | -9.8% | -19.4% | +9.6% | -6.3% |
| 3M | +11.7% | -33.1% | +44.8% | +19.7% |
| 6M | -10.9% | -11.4% | +0.5% | -10.3% |
| YTD | -2.1% | -39.8% | +37.7% | +6.9% |
| 1Y | +14.8% | -50.5% | +65.2% | +28.2% |
| All | +14.8% | -49.7% | +64.5% | +28.2% |
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