-14.6%
SNPS vs SRE
+33.0%
-47.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | -5.5% | +1.4% | -6.9% | -5.6% |
| 30D | -5.8% | +1.9% | -7.7% | -6.0% |
| 3M | -17.2% | -3.3% | -13.9% | -17.0% |
| 6M | -10.4% | -6.4% | -4.0% | -10.0% |
| YTD | -16.5% | -1.8% | -14.7% | -17.0% |
| 1Y | -35.6% | +10.7% | -46.4% | -37.7% |
| 3Y | -14.6% | +31.8% | -46.4% | -19.4% |
| All | -14.6% | +33.0% | -47.6% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling