+1,895.4%
SNPS vs SRE
+1,451.4%
+444.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | +1.1% | +1.8% | -0.7% | +0.5% |
| 30D | -5.2% | -3.0% | -2.2% | -4.3% |
| 3M | +10.6% | -7.3% | +17.8% | +12.8% |
| 6M | -10.6% | -11.9% | +1.3% | -7.6% |
| YTD | -3.1% | -7.9% | +4.8% | -1.7% |
| 1Y | +15.6% | -11.1% | +26.7% | +18.5% |
| 3Y | -12.9% | +24.8% | -37.7% | -21.9% |
| 5Y | +31.2% | +52.4% | -21.2% | +9.3% |
| 10Y | +663.4% | +127.9% | +535.5% | +440.2% |
| All | +1,895.4% | +1,451.4% | +444.0% | +491.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling