+28.4%
SNPS vs FDS
-19.8%
+48.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.7% |
| 7D | -10.2% | +6.4% | -16.6% | -12.2% |
| 30D | -12.8% | +25.2% | -38.0% | -20.4% |
| 3M | +9.9% | +22.9% | -13.1% | +0.5% |
| 6M | -12.4% | +56.5% | -68.9% | -29.6% |
| YTD | -6.3% | +19.0% | -25.2% | -14.2% |
| 1Y | +7.6% | +32.7% | -25.1% | -7.9% |
| 3Y | -9.8% | -20.4% | +10.6% | +1.8% |
| All | +28.4% | -19.8% | +48.2% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling