+574.2%
SNPS vs XME
+412.4%
+161.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -5.5% | -0.2% | -5.2% | -5.4% |
| 30D | -4.5% | +1.4% | -5.9% | -4.9% |
| 3M | -15.5% | +2.7% | -18.2% | -16.7% |
| 6M | -10.1% | +6.5% | -16.6% | -12.9% |
| YTD | -16.3% | +15.2% | -31.5% | -21.8% |
| 1Y | -34.9% | +43.5% | -78.4% | -44.7% |
| 3Y | -14.4% | +135.9% | -150.2% | -40.3% |
| 5Y | +17.9% | +181.5% | -163.6% | -24.1% |
| 10Y | +574.2% | +436.9% | +137.4% | +210.5% |
| All | +574.2% | +412.4% | +161.8% | +210.5% |
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