+16.5%
SNPS vs FHN
+88.9%
-72.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -5.5% | +2.7% | -8.2% | -6.0% |
| 30D | -5.8% | -3.1% | -2.7% | -5.2% |
| 3M | -17.2% | +2.3% | -19.5% | -17.7% |
| 6M | -10.4% | +9.7% | -20.1% | -12.2% |
| YTD | -16.5% | +4.7% | -21.3% | -17.6% |
| 1Y | -35.6% | +13.8% | -49.4% | -37.4% |
| 3Y | -14.6% | +131.6% | -146.2% | -24.0% |
| 5Y | +16.5% | +91.1% | -74.7% | +2.2% |
| All | +16.5% | +88.9% | -72.5% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling