-14.6%
SNPS vs TE
-20.2%
+5.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.0% | -10.5% | -1.3% |
| 7D | -5.5% | +18.2% | -23.7% | -6.8% |
| 30D | -5.8% | -13.5% | +7.7% | -4.9% |
| 3M | -17.2% | -44.6% | +27.4% | -14.3% |
| 6M | -10.4% | -24.7% | +14.3% | -10.7% |
| YTD | -16.5% | -24.3% | +7.7% | -17.6% |
| 1Y | -35.6% | +155.6% | -191.2% | -43.7% |
| 3Y | -14.6% | -18.3% | +3.6% | -21.2% |
| All | -14.6% | -20.2% | +5.6% | -21.2% |
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