-34.9%
SNPS vs XME
+42.3%
-77.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -4.8% |
| 3M | -15.5% | +2.7% | -18.2% | -16.4% |
| 6M | -10.1% | +6.5% | -16.6% | -12.1% |
| YTD | -16.3% | +15.2% | -31.5% | -20.6% |
| 1Y | -34.9% | +43.5% | -78.4% | -33.4% |
| All | -34.9% | +42.3% | -77.2% | -33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling