+660.9%
SNPS vs FCEL
-99.1%
+760.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +3.9% | -1.3% |
| 7D | +1.1% | -2.8% | +3.9% | +1.2% |
| 30D | -5.2% | -31.6% | +26.5% | -3.3% |
| 3M | +10.6% | -52.4% | +63.0% | +14.4% |
| 6M | -10.6% | -51.4% | +40.8% | -9.5% |
| YTD | -3.1% | +32.4% | -35.5% | -8.4% |
| 1Y | +15.6% | +37.5% | -21.9% | +8.6% |
| 3Y | -12.9% | -69.3% | +56.3% | -15.8% |
| 5Y | +31.2% | -97.1% | +128.3% | +38.9% |
| All | +660.9% | -99.1% | +760.1% | +732.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 10y: compounded portfolio wealth divided by compounded FCEL 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…
10y analysis · Full analysis span regression · 6 months rolling