+5,491.2%
SNPS vs FHN
+745.6%
+4,745.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.6% | -2.3% | -4.3% |
| 7D | -10.2% | -2.3% | -7.9% | -9.7% |
| 30D | -12.8% | -0.9% | -11.9% | -12.7% |
| 3M | +9.9% | -11.0% | +20.9% | +12.7% |
| 6M | -12.4% | -5.4% | -7.0% | -11.5% |
| YTD | -6.3% | -1.2% | -5.1% | -6.4% |
| 1Y | +7.6% | +10.5% | -2.9% | +4.6% |
| 3Y | -9.8% | +115.1% | -124.9% | -25.4% |
| 5Y | +29.2% | +58.1% | -28.9% | +9.1% |
| 10Y | +663.8% | +114.9% | +548.9% | +448.4% |
| All | +5,491.2% | +745.6% | +4,745.7% | +1,889.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling