+69.3%
FERG vs SNPS
+16.9%
+52.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | +0.9% | -5.5% | +6.4% | +2.3% |
| 30D | -15.1% | -4.5% | -10.6% | -14.5% |
| 3M | -4.8% | -15.5% | +10.6% | -1.3% |
| 6M | -2.5% | -10.1% | +7.6% | -1.3% |
| YTD | +1.8% | -16.3% | +18.1% | +4.4% |
| 1Y | -0.3% | -34.9% | +34.6% | +6.2% |
| 3Y | +52.9% | -14.4% | +67.3% | +41.4% |
| 5Y | +69.3% | +17.9% | +51.4% | +35.0% |
| All | +69.3% | +16.9% | +52.4% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling