+574.2%
SNPS vs FDS
+72.8%
+501.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.9% |
| 7D | -5.5% | -8.8% | +3.3% | -1.5% |
| 30D | -4.5% | -1.4% | -3.1% | -4.1% |
| 3M | -15.5% | +13.9% | -29.4% | -21.9% |
| 6M | -10.1% | +27.4% | -37.5% | -22.7% |
| YTD | -16.3% | -2.5% | -13.8% | -18.0% |
| 1Y | -34.9% | -23.8% | -11.2% | -27.8% |
| 3Y | -14.4% | -32.5% | +18.1% | -0.2% |
| 5Y | +17.9% | -23.2% | +41.1% | +27.4% |
| 10Y | +574.2% | +76.4% | +497.8% | +393.9% |
| All | +574.2% | +72.8% | +501.4% | +393.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded FDS 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling