+17.1%
SNPS vs FDS
-17.4%
+34.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.5% | -1.9% | -4.0% |
| 7D | -11.0% | -1.9% | -9.1% | -10.3% |
| 30D | -1.7% | +9.0% | -10.8% | -5.1% |
| 3M | -20.4% | +18.9% | -39.2% | -26.6% |
| 6M | -8.6% | +35.1% | -43.7% | -21.8% |
| YTD | -16.2% | +5.5% | -21.7% | -19.0% |
| 1Y | -34.6% | -16.8% | -17.8% | -27.8% |
| 3Y | -14.5% | -28.1% | +13.6% | +0.2% |
| All | +17.1% | -17.4% | +34.5% | +38.5% |
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