+2,115.4%
SNPS vs FDS
+10,727.5%
-8,612.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.8% |
| 3M | +9.9% | +22.9% | -13.1% | +1.1% |
| 6M | -12.4% | +56.5% | -68.9% | -27.3% |
| YTD | -6.3% | +19.0% | -25.2% | -14.9% |
| 1Y | +7.6% | +32.7% | -25.1% | -6.4% |
| 3Y | -9.8% | -20.4% | +10.6% | -6.9% |
| 5Y | +29.2% | -19.6% | +48.8% | +33.0% |
| 10Y | +663.8% | +148.5% | +515.3% | +435.9% |
| All | +2,115.4% | +10,727.5% | -8,612.1% | +386.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling