+1,348.4%
FERG vs SNPS
+1,660.6%
-312.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.4% | +7.7% | +3.3% |
| 7D | 0.0% | -11.0% | +11.0% | +2.0% |
| 30D | -10.2% | -1.7% | -8.4% | -10.2% |
| 3M | -0.6% | -20.4% | +19.8% | +3.1% |
| 6M | -6.5% | -8.6% | +2.1% | -5.9% |
| YTD | +4.2% | -16.2% | +20.3% | +6.1% |
| 1Y | -2.3% | -34.6% | +32.3% | +2.0% |
| 3Y | +48.5% | -14.5% | +63.0% | +45.1% |
| 5Y | +72.0% | +17.0% | +55.0% | +58.0% |
| 10Y | +369.9% | +560.0% | -190.1% | +270.2% |
| All | +1,348.4% | +1,660.6% | -312.2% | +985.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling