+17.1%
SNPS vs SE
-68.6%
+85.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.2% |
| 7D | -11.0% | -6.1% | -4.9% | -9.9% |
| 30D | -1.7% | -2.5% | +0.7% | -1.6% |
| 3M | -20.4% | +21.7% | -42.1% | -24.0% |
| 6M | -8.6% | +27.0% | -35.6% | -14.0% |
| YTD | -16.2% | -12.1% | -4.0% | -15.3% |
| 1Y | -34.6% | -40.9% | +6.3% | -28.5% |
| 3Y | -14.5% | +191.0% | -205.5% | -33.7% |
| All | +17.1% | -68.6% | +85.8% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling