+691.2%
SNPS vs FHN
+106.3%
+585.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.5% | +3.2% |
| 7D | +0.2% | -0.5% | +0.7% | +0.3% |
| 30D | -8.4% | +1.9% | -10.4% | -8.8% |
| 3M | +12.3% | -6.9% | +19.2% | +13.8% |
| 6M | -9.6% | -3.1% | -6.5% | -9.2% |
| YTD | -0.6% | +0.6% | -1.2% | -1.1% |
| 1Y | +18.7% | +12.4% | +6.3% | +15.5% |
| 3Y | -7.6% | +133.7% | -141.3% | -21.2% |
| 5Y | +34.1% | +61.4% | -27.3% | +17.6% |
| 10Y | +691.2% | +97.9% | +593.4% | +556.9% |
| All | +691.2% | +106.3% | +585.0% | +556.9% |
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