+2,111.9%
SNPS vs FE
+566.1%
+1,545.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | -10.2% | +0.6% | -10.8% | -10.3% |
| 30D | -12.8% | +6.4% | -19.3% | -14.3% |
| 3M | +9.9% | -0.5% | +10.3% | +9.8% |
| 6M | -12.4% | +4.7% | -17.1% | -13.8% |
| YTD | -6.3% | +8.4% | -14.6% | -8.9% |
| 1Y | +7.6% | +7.2% | +0.4% | +4.8% |
| 3Y | -9.8% | +44.9% | -54.7% | -20.3% |
| 5Y | +29.2% | +46.3% | -17.1% | +12.9% |
| 10Y | +663.8% | +110.3% | +553.5% | +489.1% |
| All | +2,111.9% | +566.1% | +1,545.8% | +888.1% |
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