+17.9%
SNPS vs XME
+183.2%
-165.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | -5.5% | -0.2% | -5.2% | -5.4% |
| 30D | -4.5% | +1.4% | -5.9% | -5.0% |
| 3M | -15.5% | +2.7% | -18.2% | -16.9% |
| 6M | -10.1% | +6.5% | -16.6% | -13.4% |
| YTD | -16.3% | +15.2% | -31.5% | -22.8% |
| 1Y | -34.9% | +43.5% | -78.4% | -46.4% |
| 3Y | -14.4% | +135.9% | -150.2% | -44.7% |
| 5Y | +17.9% | +181.5% | -163.6% | -29.8% |
| All | +17.9% | +183.2% | -165.4% | -29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling