+351.3%
FERG vs SNPS
+585.4%
-234.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -2.6% | +0.9% | -3.5% | -2.7% |
| 30D | -8.9% | -3.6% | -5.3% | -8.5% |
| 3M | -2.0% | -12.9% | +10.9% | +0.1% |
| 6M | -3.2% | -8.2% | +5.0% | -2.6% |
| YTD | +1.5% | -15.4% | +16.9% | +3.3% |
| 1Y | +0.5% | -9.3% | +9.8% | +0.3% |
| 3Y | +50.4% | -14.0% | +64.4% | +45.9% |
| 5Y | +68.7% | +19.5% | +49.2% | +52.0% |
| All | +351.3% | +585.4% | -234.1% | +291.6% |
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