+673.5%
SNPS vs FHN
+80.9%
+592.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +5.1% | +1.3% | +3.8% | +4.8% |
| 30D | -6.4% | +2.8% | -9.2% | -7.0% |
| 3M | +12.2% | -8.9% | +21.1% | +14.2% |
| 6M | -9.8% | -0.7% | -9.1% | -9.9% |
| YTD | -1.5% | +0.1% | -1.6% | -1.9% |
| 1Y | +16.0% | +10.4% | +5.6% | +13.3% |
| 3Y | -10.8% | +128.8% | -139.6% | -23.7% |
| 5Y | +33.3% | +61.5% | -28.1% | +16.9% |
| All | +673.5% | +80.9% | +592.5% | +542.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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