+164.9%
SNPS vs TE
-49.8%
+214.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.6% |
| 7D | -5.5% | +15.0% | -20.5% | -6.9% |
| 30D | -4.5% | -7.5% | +3.0% | -3.9% |
| 3M | -15.5% | -42.0% | +26.5% | -12.1% |
| 6M | -10.1% | -31.4% | +21.4% | -9.8% |
| YTD | -16.3% | -26.5% | +10.2% | -17.7% |
| 1Y | -34.9% | +153.1% | -188.0% | -45.6% |
| 3Y | -14.4% | -20.7% | +6.3% | -24.7% |
| 5Y | +17.9% | -45.4% | +63.3% | +4.6% |
| All | +164.9% | -49.8% | +214.7% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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