-34.6%
SNPS vs FANG
+43.7%
-78.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -5.7% |
| 7D | -11.0% | +0.8% | -11.8% | -10.9% |
| 30D | -1.7% | +7.6% | -9.3% | -0.4% |
| 3M | -20.4% | -1.3% | -19.1% | -20.2% |
| 6M | -8.6% | +14.7% | -23.3% | -5.6% |
| YTD | -16.2% | +34.8% | -50.9% | -9.5% |
| 1Y | -34.6% | +42.9% | -77.5% | -25.1% |
| All | -34.6% | +43.7% | -78.3% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling