+5,829.8%
SNPS vs FHN
+760.6%
+5,069.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.9% |
| 3M | +12.3% | -6.9% | +19.2% | +14.0% |
| 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% | +15.0% |
| 3Y | -7.6% | +133.7% | -141.3% | -25.0% |
| 5Y | +34.1% | +61.4% | -27.3% | +12.7% |
| 10Y | +691.2% | +97.9% | +593.4% | +480.4% |
| All | +5,829.8% | +760.6% | +5,069.2% | +2,001.8% |
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