+574.2%
SNPS vs SRE
+118.9%
+455.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -5.5% | +1.5% | -6.9% | -5.9% |
| 30D | -4.5% | +0.8% | -5.3% | -4.9% |
| 3M | -15.5% | -5.8% | -9.7% | -14.3% |
| 6M | -10.1% | -7.8% | -2.3% | -8.5% |
| YTD | -16.3% | -2.4% | -13.9% | -16.6% |
| 1Y | -34.9% | +8.9% | -43.8% | -37.8% |
| 3Y | -14.4% | +31.1% | -45.4% | -25.1% |
| 5Y | +17.9% | +48.6% | -30.7% | -2.3% |
| 10Y | +574.2% | +126.1% | +448.1% | +380.9% |
| All | +574.2% | +118.9% | +455.3% | +380.9% |
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