+663.2%
SNPS vs FE
+107.2%
+556.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | -3.7% | 0.0% | -3.6% | -3.7% |
| 30D | -10.4% | +5.2% | -15.6% | -11.7% |
| 3M | +11.0% | 0.0% | +11.0% | +10.8% |
| 6M | -10.7% | +5.0% | -15.7% | -12.3% |
| YTD | -4.1% | +7.9% | -12.0% | -6.9% |
| 1Y | +13.7% | +6.3% | +7.4% | +10.8% |
| 3Y | -8.1% | +46.0% | -54.1% | -20.3% |
| 5Y | +32.2% | +45.6% | -13.4% | +13.3% |
| All | +663.2% | +107.2% | +556.1% | +514.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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