-14.0%
SNPS vs FANG
+45.3%
-59.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +0.9% | +2.9% | -2.0% | +0.5% |
| 30D | -3.6% | +2.6% | -6.2% | -4.0% |
| 3M | -12.9% | +7.6% | -20.5% | -14.1% |
| 6M | -8.2% | +17.3% | -25.5% | -11.5% |
| YTD | -15.4% | +38.7% | -54.1% | -21.4% |
| 1Y | -9.3% | +51.6% | -60.9% | -17.7% |
| 3Y | -14.0% | +50.0% | -63.9% | -18.4% |
| All | -14.0% | +45.3% | -59.2% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling