+2,221.5%
SNPS vs FE
+564.6%
+1,656.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | -8.0% | +3.6% | -11.6% | -9.0% |
| 3M | +12.5% | +0.3% | +12.1% | +12.2% |
| 6M | -10.5% | +6.4% | -16.9% | -12.3% |
| YTD | -1.6% | +8.1% | -9.7% | -4.3% |
| 1Y | +16.8% | +4.6% | +12.2% | +14.5% |
| 3Y | -10.9% | +49.1% | -60.0% | -21.9% |
| 5Y | +35.8% | +46.1% | -10.3% | +18.6% |
| 10Y | +675.0% | +122.7% | +552.3% | +489.1% |
| All | +2,221.5% | +564.6% | +1,656.9% | +937.6% |
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