-11.3%
SNPS vs SRE
+23.3%
-34.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -0.6% | -8.2% | +7.5% | +0.1% |
| 30D | -9.8% | -3.6% | -6.2% | -9.5% |
| 3M | +11.7% | -6.3% | +18.0% | +12.3% |
| 6M | -10.9% | -13.0% | +2.1% | -9.9% |
| YTD | -2.1% | -9.2% | +7.1% | -2.0% |
| 1Y | +14.8% | -13.1% | +27.9% | +15.7% |
| 3Y | -11.3% | +22.4% | -33.8% | -16.0% |
| All | -11.3% | +23.3% | -34.6% | -16.0% |
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