+1,125.0%
SNPS vs FANG
+1,395.6%
-270.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | -5.5% | -0.4% | -5.1% | -5.4% |
| 30D | -4.5% | +2.4% | -6.9% | -4.8% |
| 3M | -15.5% | +4.9% | -20.4% | -16.2% |
| 6M | -10.1% | +12.0% | -22.1% | -11.8% |
| YTD | -16.3% | +37.1% | -53.4% | -20.1% |
| 1Y | -34.9% | +52.3% | -87.2% | -38.9% |
| 3Y | -14.4% | +45.0% | -59.3% | -19.6% |
| 5Y | +17.9% | +231.0% | -213.1% | -0.6% |
| 10Y | +574.2% | +177.5% | +396.8% | +425.4% |
| All | +1,125.0% | +1,395.6% | -270.6% | +725.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling