+422.2%
SNPS vs SE
+365.4%
+56.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.7% | +0.8% | -3.6% |
| 7D | -10.2% | -1.2% | -9.0% | -9.9% |
| 30D | -12.8% | -21.7% | +8.8% | -8.2% |
| 3M | +9.9% | -34.2% | +44.0% | +19.6% |
| 6M | -12.4% | -10.5% | -1.9% | -11.5% |
| YTD | -6.3% | -40.7% | +34.5% | +3.0% |
| 1Y | +7.6% | -52.1% | +59.7% | +23.5% |
| 3Y | -9.8% | +68.9% | -78.6% | -23.7% |
| 5Y | +29.2% | -78.9% | +108.1% | +57.1% |
| All | +422.2% | +365.4% | +56.8% | +218.6% |
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