+35.8%
SNPS vs TE
-80.5%
+116.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.2% |
| 7D | -0.2% | -22.0% | +21.8% | +2.3% |
| 30D | -8.0% | -33.6% | +25.6% | -4.5% |
| 3M | +12.5% | -61.1% | +73.5% | +22.9% |
| 6M | -10.5% | -64.7% | +54.3% | -3.6% |
| YTD | -1.6% | -68.1% | +66.5% | +4.6% |
| 1Y | +16.8% | -51.7% | +68.5% | +17.6% |
| 3Y | -10.9% | +42.0% | -52.9% | -31.2% |
| 5Y | +35.8% | -80.8% | +116.6% | +30.9% |
| All | +35.8% | -80.5% | +116.3% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling