+2.4%
SNPS vs TE
+136.1%
-133.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.7% | +7.7% | +1.5% |
| 7D | -4.6% | +0.9% | -5.5% | -4.7% |
| 30D | -3.3% | -16.3% | +12.9% | -2.4% |
| 3M | -13.8% | -40.8% | +27.0% | -11.6% |
| 6M | -8.2% | -42.6% | +34.4% | -6.3% |
| YTD | -15.4% | -31.4% | +16.0% | -14.8% |
| 1Y | +2.4% | +144.9% | -142.5% | +1.8% |
| All | +2.4% | +136.1% | -133.7% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling