+424.2%
FERG vs SNPS
+635.4%
-211.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | +9.7% | +1.1% | +8.7% | +9.6% |
| 30D | +15.0% | -5.2% | +20.2% | +16.1% |
| 3M | +3.8% | +10.6% | -6.8% | +1.0% |
| 6M | +10.6% | -10.6% | +21.2% | +12.0% |
| YTD | +17.0% | -3.1% | +20.1% | +15.5% |
| 1Y | +7.1% | +15.6% | -8.5% | +1.8% |
| 3Y | +67.7% | -12.9% | +80.7% | +61.7% |
| 5Y | +76.4% | +31.2% | +45.2% | +54.5% |
| All | +424.2% | +635.4% | -211.1% | +314.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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