-12.9%
SNPS vs TE
+9.8%
-22.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.3% |
| 7D | +1.1% | -19.1% | +20.1% | +2.9% |
| 30D | -5.2% | -34.1% | +29.0% | -1.9% |
| 3M | +10.6% | -60.1% | +70.7% | +19.0% |
| 6M | -10.6% | -66.0% | +55.3% | -4.3% |
| YTD | -3.1% | -71.4% | +68.3% | +3.4% |
| 1Y | +15.6% | -45.3% | +60.8% | +15.9% |
| 3Y | -12.9% | +9.1% | -22.1% | -24.2% |
| All | -12.9% | +9.8% | -22.7% | -24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling