+1,878.5%
SNPS vs FE
+561.4%
+1,317.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.2% |
| 7D | -11.0% | +1.9% | -13.0% | -11.5% |
| 30D | -1.7% | -1.2% | -0.6% | -1.5% |
| 3M | -20.4% | +3.5% | -23.8% | -21.3% |
| 6M | -8.6% | -6.1% | -2.6% | -7.5% |
| YTD | -16.2% | +7.6% | -23.8% | -18.3% |
| 1Y | -34.6% | +11.9% | -46.5% | -37.0% |
| 3Y | -14.5% | +48.4% | -62.9% | -25.0% |
| 5Y | +17.0% | +44.8% | -27.8% | +2.6% |
| 10Y | +560.0% | +115.9% | +444.1% | +405.8% |
| All | +1,878.5% | +561.4% | +1,317.0% | +786.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling