-34.9%
SNPS vs FCEL
+289.9%
-324.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.7% | +7.0% | +0.6% |
| 7D | -5.5% | +15.1% | -20.5% | -6.2% |
| 30D | -4.5% | -16.4% | +12.0% | -3.8% |
| 3M | -15.5% | -5.3% | -10.2% | -16.9% |
| 6M | -10.1% | +124.5% | -134.6% | -19.6% |
| YTD | -16.3% | +126.7% | -143.0% | -25.6% |
| 1Y | -34.9% | +219.9% | -254.8% | -42.9% |
| All | -34.9% | +289.9% | -324.8% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling