+15.6%
SNPS vs FE
+5.8%
+9.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.1% |
| 7D | +1.1% | +1.2% | -0.2% | +1.7% |
| 30D | -5.2% | +4.5% | -9.7% | -2.9% |
| 3M | +10.6% | +1.3% | +9.2% | +11.6% |
| 6M | -10.6% | +8.7% | -19.3% | -6.4% |
| YTD | -3.1% | +9.2% | -12.3% | +4.8% |
| 1Y | +15.6% | +7.0% | +8.6% | +23.3% |
| All | +15.6% | +5.8% | +9.7% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling