+672.5%
SNPS vs SRE
+123.9%
+548.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -0.2% | -5.6% | +5.5% | +1.5% |
| 30D | -8.0% | -4.5% | -3.6% | -6.9% |
| 3M | +12.5% | -7.7% | +20.2% | +14.8% |
| 6M | -10.5% | -14.4% | +3.9% | -6.8% |
| YTD | -1.6% | -9.4% | +7.8% | +0.1% |
| 1Y | +16.8% | -13.8% | +30.7% | +20.7% |
| 3Y | -10.9% | +22.2% | -33.1% | -20.5% |
| 5Y | +35.8% | +50.5% | -14.7% | +11.3% |
| All | +672.5% | +123.9% | +548.6% | +438.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling