+2,166.5%
SNPS vs FDS
+10,327.4%
-8,161.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.7% | +6.0% | +3.6% |
| 7D | -3.7% | -0.5% | -3.2% | -3.6% |
| 30D | -10.4% | +20.2% | -30.6% | -16.5% |
| 3M | +11.0% | +19.9% | -8.9% | +2.9% |
| 6M | -10.7% | +56.2% | -66.9% | -25.9% |
| YTD | -4.1% | +14.6% | -18.7% | -11.9% |
| 1Y | +13.7% | +31.6% | -17.9% | -1.0% |
| 3Y | -8.1% | -23.8% | +15.8% | -3.8% |
| 5Y | +32.2% | -22.6% | +54.8% | +37.7% |
| 10Y | +681.4% | +139.3% | +542.0% | +455.0% |
| All | +2,166.5% | +10,327.4% | -8,161.0% | +404.0% |
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