+2,405.1%
SNPS vs XME
+175.1%
+2,230.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +0.8% |
| 7D | +5.1% | +5.3% | -0.3% | +3.4% |
| 30D | -6.4% | -8.2% | +1.8% | -3.8% |
| 3M | +12.2% | -18.4% | +30.6% | +19.7% |
| 6M | -9.8% | -22.8% | +13.0% | -2.5% |
| YTD | -1.5% | -7.9% | +6.4% | +0.2% |
| 1Y | +16.0% | -0.9% | +16.9% | +15.2% |
| 3Y | -10.8% | +96.0% | -106.8% | -28.9% |
| 5Y | +33.3% | +110.3% | -77.0% | +2.7% |
| 10Y | +675.9% | +272.8% | +403.1% | +376.4% |
| All | +2,405.1% | +175.1% | +2,230.0% | +1,266.7% |
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