+645.9%
SNPS vs FICO
+514.7%
+131.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -5.2% |
| 7D | -10.2% | -0.3% | -9.9% | -10.1% |
| 30D | -12.8% | +1.7% | -14.6% | -15.0% |
| 3M | +9.9% | -35.2% | +45.0% | +23.8% |
| 6M | -12.4% | -33.7% | +21.3% | -5.1% |
| YTD | -6.3% | -58.2% | +51.9% | +21.5% |
| 1Y | +7.6% | -56.6% | +64.2% | +36.4% |
| 3Y | -9.8% | -24.0% | +14.2% | -20.6% |
| 5Y | +29.2% | +86.1% | -56.8% | -32.3% |
| All | +645.9% | +514.7% | +131.2% | +109.1% |
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