-12.9%
SNPS vs FHN
+131.2%
-144.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | +1.1% | +2.1% | -1.1% | +0.3% |
| 30D | -5.2% | +3.8% | -8.9% | -6.4% |
| 3M | +10.6% | -8.9% | +19.5% | +14.1% |
| 6M | -10.6% | +1.8% | -12.4% | -11.6% |
| YTD | -3.1% | +0.6% | -3.7% | -4.2% |
| 1Y | +15.6% | +12.9% | +2.6% | +9.2% |
| 3Y | -12.9% | +126.4% | -139.3% | -25.0% |
| All | -12.9% | +131.2% | -144.2% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling