+574.2%
SNPS vs FHN
+125.8%
+448.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -5.5% | 0.0% | -5.5% | -5.5% |
| 30D | -4.5% | -2.6% | -1.9% | -4.0% |
| 3M | -15.5% | 0.0% | -15.5% | -15.6% |
| 6M | -10.1% | +9.2% | -19.3% | -11.8% |
| YTD | -16.3% | +4.3% | -20.6% | -17.3% |
| 1Y | -34.9% | +10.8% | -45.7% | -36.4% |
| 3Y | -14.4% | +130.7% | -145.1% | -27.0% |
| 5Y | +17.9% | +87.4% | -69.5% | +0.3% |
| 10Y | +574.2% | +126.9% | +447.4% | +407.3% |
| All | +574.2% | +125.8% | +448.4% | +407.3% |
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