+660.9%
SNPS vs FICO
+527.0%
+133.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | +1.1% | +2.2% | -1.2% | +0.2% |
| 30D | -5.2% | +0.1% | -5.2% | -6.4% |
| 3M | +10.6% | -35.2% | +45.7% | +24.9% |
| 6M | -10.6% | -32.4% | +21.7% | -3.7% |
| YTD | -3.1% | -57.4% | +54.3% | +24.8% |
| 1Y | +15.6% | -58.5% | +74.1% | +50.1% |
| 3Y | -12.9% | -28.9% | +15.9% | -20.5% |
| 5Y | +31.2% | +91.7% | -60.5% | -32.2% |
| All | +660.9% | +527.0% | +133.9% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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