+684.5%
SNPS vs XME
+270.2%
+414.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -0.7% |
| 7D | -0.6% | -0.2% | -0.5% | -0.6% |
| 30D | -9.8% | -9.2% | -0.6% | -6.2% |
| 3M | +11.7% | -17.8% | +29.5% | +20.7% |
| 6M | -10.9% | -20.0% | +9.1% | -3.4% |
| YTD | -2.1% | -6.6% | +4.5% | -0.8% |
| 1Y | +14.8% | +1.8% | +13.0% | +12.3% |
| 3Y | -11.3% | +98.7% | -110.1% | -34.1% |
| 5Y | +36.2% | +123.9% | -87.7% | -4.5% |
| 10Y | +684.5% | +277.9% | +406.6% | +306.3% |
| All | +684.5% | +270.2% | +414.3% | +306.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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