+691.2%
SNPS vs FDS
+135.1%
+556.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.0% | +3.8% |
| 7D | +0.2% | -5.0% | +5.1% | +2.3% |
| 30D | -8.4% | +13.8% | -22.2% | -14.3% |
| 3M | +12.3% | +14.8% | -2.6% | +3.8% |
| 6M | -9.6% | +47.4% | -57.0% | -27.8% |
| YTD | -0.6% | +14.2% | -14.7% | -10.6% |
| 1Y | +18.7% | +26.6% | -8.0% | +0.3% |
| 3Y | -7.6% | -24.4% | +16.9% | +1.7% |
| 5Y | +34.1% | -22.6% | +56.7% | +44.3% |
| 10Y | +691.2% | +130.0% | +561.2% | +411.3% |
| All | +691.2% | +135.1% | +556.1% | +411.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling