+1,626.4%
SNPS vs SRE
+1,525.5%
+100.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.2% |
| 7D | -11.0% | -0.3% | -10.7% | -11.0% |
| 30D | -1.7% | -0.7% | -1.0% | -1.7% |
| 3M | -20.4% | -6.3% | -14.0% | -19.1% |
| 6M | -8.6% | -10.7% | +2.0% | -6.1% |
| YTD | -16.2% | -3.5% | -12.7% | -16.1% |
| 1Y | -34.6% | +5.3% | -39.9% | -36.7% |
| 3Y | -14.5% | +31.8% | -46.3% | -24.6% |
| 5Y | +17.0% | +47.4% | -30.4% | -1.3% |
| 10Y | +560.0% | +120.6% | +439.5% | +371.8% |
| All | +1,626.4% | +1,525.5% | +100.9% | +404.9% |
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 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