+367.1%
SNPS vs SE
+589.8%
-222.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.2% |
| 7D | -11.0% | -6.1% | -4.9% | -9.8% |
| 30D | -1.7% | -2.5% | +0.7% | -1.6% |
| 3M | -20.4% | +21.7% | -42.1% | -24.2% |
| 6M | -8.6% | +27.0% | -35.6% | -14.3% |
| YTD | -16.2% | -12.1% | -4.0% | -15.3% |
| 1Y | -34.6% | -40.9% | +6.3% | -28.1% |
| 3Y | -14.5% | +191.0% | -205.5% | -35.9% |
| 5Y | +17.0% | -68.3% | +85.3% | +30.2% |
| All | +367.1% | +589.8% | -222.7% | +162.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling