-12.9%
SNPS vs SE
+65.6%
-78.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | +1.1% | -0.5% | +1.5% | +1.1% |
| 30D | -5.2% | -20.9% | +15.8% | -0.5% |
| 3M | +10.6% | -38.9% | +49.4% | +22.3% |
| 6M | -10.6% | -19.4% | +8.8% | -7.6% |
| YTD | -3.1% | -40.9% | +37.8% | +6.3% |
| 1Y | +15.6% | -46.2% | +61.7% | +28.9% |
| 3Y | -12.9% | +63.7% | -76.7% | -12.5% |
| All | -12.9% | +65.6% | -78.6% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling