+2,428.3%
SNPS vs XME
+184.7%
+2,243.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.8% | +1.9% |
| 7D | +0.2% | +0.9% | -0.8% | -0.1% |
| 30D | -8.4% | -7.3% | -1.1% | -6.1% |
| 3M | +12.3% | -14.8% | +27.0% | +18.1% |
| 6M | -9.6% | -18.4% | +8.8% | -4.0% |
| YTD | -0.6% | -4.7% | +4.1% | 0.0% |
| 1Y | +18.7% | +5.7% | +13.0% | +15.5% |
| 3Y | -7.6% | +104.0% | -111.5% | -27.2% |
| 5Y | +34.1% | +122.4% | -88.3% | +1.5% |
| 10Y | +691.2% | +285.4% | +405.9% | +380.7% |
| All | +2,428.3% | +184.7% | +2,243.6% | +1,264.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling